For humans, there is a limit to how much your brain can hold. Some memories need to be purged, so that the ones you want to keep can fit. If we found out how to live forever, we would have to figure out how to do this on a conscious level, to keep our brains from being overloaded with centuries of boring day-to-day details. This is not impossible; I have a very good memory, but my brain still deletes unimportant details; like what I had to eat last Wednesday, or a password that I haven't used for months.
However, for Kindred or other supernatural creatures (the ones that exist indefinitely), the rules of biology and brain chemistry no longer apply. Like Feral's question: How does a wraith remember? It no longer has neurons or memory RNA. For Kindred, a case could be made that their consciousness is bound up in their cursed vitae, and that their dead body is merely a transport system. In terms of psychology, you would still tend to forget unimportant data like last week's lunch, because it's not something you dwell on. There is also the human tendency to 'edit' history; i.e. remember things in a certain way, due to your feelings toward the subject and how it affected you. We tend to delete the parts that are unpleasant, and focus on the pleasant memories-- although strong unpleasant memories stay with us too. So if your character actually had strong feelings (positive OR negative) for the Elysium keeper three hundred years ago, then yes, I can see you remembering her/him.
Of course, it's the nature of Kindred life that if you survive, you tend to accumulate enemies. So many of your memories would be negative. Just another reason why it's hard to keep your humanity as the endless years roll by.