The Wandering Jew goes by a huge number of names, like
Botodeo,
Malchus,
Cartaphilus,
Ahasuerus (or Ahasverus) and even
John!
One thought is he is the soldier who struck Jesus in John 18:20-22* and received immortality as a punishment. Another thought is that he was not mortal before... but struck Christ as he had the chance- because in that thinking the Wandering Jew was one of the first men ever- Cain; this is due to the fact he is banshed to the Land of Nod. Nod literally means "Wandering", and cain is meant to wander forever, unless he's killed by a man. (When said man will be revenged upon 7 times).
However, many argue that Cain cannot be the wandering Jew as Abraham was technically the first real Jew. The reply is normally that all that worship G-d were Jews; Abraham just was the first priest.
It should be noted that Abraham came a few dozen generations after Cain aswell, and that he comes from a long way down the lineage of Seth, Cain and Abel's youngest brother.
It's not the only myth of Immortality in the Hebrewic trinity of Religions (Judaism, Islam, and Christianity); The Koran, the Muslim holy book features the tale of Sameri the Samaritan, cursed by Moses to wander forever because he helped make the golden calf.
*The version shown is the Prince James version; Different versions differently identify him as a man at the gates and a cobbler, like Dem's version.