Does one have to have lived to be immortal?

This depends on which angle you come at the question, but I would say that for something to be immortal it would have to exist forever, either by living or by being known about, like a myth or a legend. In a purely physical context, immortality is a physical reality,if you consider everything in the universe as a form of energy. Although energy can be transferred and take different forms, it cannot be destroyed, and is therefore, immortal. You can then go further and state that everything is immortal because everything comprises of energy. It's a very physical and objective stance on the universe, but one that is always fun to ponder. Great question!