We know it "because" it never ends. For example, consider the limit (L) of the calculus, no matter how hard you try you can never reach (L), the process of trying to reach (L) = infinity. Second, consider the number line, both positive and negative, no matter how hard you try you can never find the "ends of the line", --again, the process of taking a new number and forming union with the line = infinity. The immortal is like the infinite, it is never whole, it is never complete, it is always "taking a part outside what has been already taken" (from Aristotle, Physica, Book III, Chapter 6).