Like, I understand infinity, but when you think of it in mathematical terms, it is a whole bunch of 9's, just forever. But you can always add 1. I get it, but it's really weird. I get the never ending part though. I think people don't get it or like it because it makes our existence seem meaningless; and since the human brain is programmed for survival, and to survive, you need to exist, they fear that accepting infinity wil render their existence meaningless, so thus making it pointless to keep living. It is a fear of not being meaningful that scares them.
You say that being able to understand something means getting the WHOLE idea. If that's true, then we as a species don't understand anything; which is easily feasible. It is impossible to understand anything because of infinity. There will always be something you don't know because, one, you don't live forever, and two, there will always be something you don't know.
Oh, also, it is impossible to prove infinity because to each individual person, their life is forever. After that, there is nothing (don't get all religious on me people, please.) So, if their everyone's life ends, assuming we are all mortal, then infinity ends, and so does not exist. :D
That's just what I think, anyway.