Meet an Elf? Cool! Especially if it's Galadriel!
I guess I'd play the eager academic, try to learn all I could and do my best to hide the awe they're bound to arouse. After the acad talk, maybe ask for a bit of Elf-magic?
No, I don't think that at first I'd envy their beauty and immortality. But after a while, maybe. And after a long while of contemplating and philosophizing, maybe I'd end up wishing for a long and beautiful life, but mortal nonetheless.