What is the meaning of Romans 9:2?

That I have great heaviness and continual sorrow in my heart. (Romans 9:2 KJV)
that I have great sorrow and unceasing pain in my heart. (Romans 9:2 ASV)
that I have great grief and uninterrupted pain in my heart, (Romans 9:2 DBY)
that I have great sorrow and unceasing pain in my heart. (Romans 9:2 WEB)
that I have great grief and unceasing pain in my heart– (Romans 9:2 YLT)

Interlinear

Ro 9:2 That /hoti/ I /moi/ have /esti/ great /megas/ heaviness /lupe/ and /kai/ continual [adialeiptos] sorrow in /odune/ my /mou/ heart /kardia/.

Albert Barnes’ Commentary

Verse 2. Great heaviness. Great grief.

Continual sorrow. The word rendered continual here must be taken in a popular sense. Not that he was literally all the time pressed down with this sorrow, but that whenever he thought on this subject he had great grief; as we say of a painful subject, it is a source of constant pain. The cause of this grief, Paul does not expressly mention, though it is implied in what he immediately says. It was the fact that so large a part of the nation would be rejected and cast off.

William Burkitt’s Commentary

The original word signifies such sorrow as is found with women in travail; a sorrow continually affecting his heart, and afflicting his spirit, for his countrymen and kinsmen the Jews, upon the account of their obstinate infidelity, obduration of heart, and spirit of slumber which was fallen upon them, which had provoked God to resolve to cast them off, to reject their nation, and to scatter them up and down throughout the world.

Behold here, 1. What are the dismal effects and dreadful consequences of obstinate unbelief, under the offers of Christ tendered to persons in and by the dispensation of the gospel, without timely repentance; the issue will be final rejection, inevitable condemnation, and unutterable.

Behold, 2. The true spirit of Christianity: it puts men in mourning for the sins and calamities of others in a very sensible and affectionate manner. Good men ever have been and are men of tender and compassionate dispositions; a stoical apathy, an indolence of heart, or want of natural affection, is so far from being a virtue or matter of just commendation unto any man, that the deepest sorrow and heaviness of soul, in some cases, well becomes persons of the greatest piety and wisdom.

Learn, 3. That great sorrow and continual heaviness of heart of the miseries of others, whether imminent or incumbent, but especially for the sins of others, is an undoubted argument, sign, and evidence of a strong and vehement love towards them. The apostle’s  great heaviness and continual sorrow for the Jews, his brethren, was a great instance and evidence of his unfeigned love and affection for them.