nainam dahati pavakah
na chainam kledayanty apo
na sosayati marutah" (Bhagwat Gita: Chapter Two verse 23)
Now what is immortality? This soul of ours wears this body made of nature elements. After karmic cycle, depending on the Karmas of our previous life, soul drops this body at death & takes on another body based on the Karmas of our present life. Again we do Karmas in our next birth & that becomes the basis of our further next birth for this soul. So this cycle of wearing different bodies goes on for this soul. As we all feel pleasure & pain in one's life, so can't it be possible that we can avoid this pain that we feel in our body.
As per 'Bhagwat Gita-Chapter Eighteen Verse – 55' :
yavan yas chasmi tattvatah
tato mam tattvato jnatva
visate tad-anantaram" (Bhagwat Gita: Chapter Eighteen verse 55)