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In Paolini's book series, The Inheritance Cycle, there are four major species: human, urgal, elf, and dwarf. In the books, Arya mentions humans and elves having a relationship, but it wasn't said if these relationships resulted in offspring. Would the child be immortal, like an elf?

Are the species compatible? If so, what do they pass to their children?

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Half-elves do exist, though they are rare and usually mortal. Urgals are compatible with dwarves and humans. Without magic, Dwarves aren't compatible with humans or elves. Dragons aren't compatible with anyone without using magic.

I asked Christopher Paolini this question during his Reddit AMA.

In the books, Arya mentions humans and elves having a relationship, but it wasn't said if these relationships resulted in offspring. Would the child be immortal, like an elf? How about other relationships among the four major species (human, urgal, elf, dwarf)?
They only rarely resulted in offspring. Said children weren't usually immortal. They lived far longer than normal humans, but in the end, they died. There have been exceptions, but they are exceptions of exceptions.
Humans and dwarves actually have the greatest difficulty conceiving children together. Believe it or not, dwarves and Urgals are more closely related than dwarves and humans (remember, dwarves and Urgals have seven toes on each foot, unlike humans).
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He went in further detail about other specific relationships in someone else's question.

Can elves and dwarves have babies? Elves and humans? Dwarves and urgals? Urgals and humans? What about once they become riders?
Elves and humans: yes. Elves and dwarves: never without magical assistance. Dwarves and Urgals: yes (they're actually pretty closely related: both have seven toes on each of their feet). Urgals and humans: yes, but rarely.
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Later, via twitter, he said that dwarf/human and dwarf/elf relationships were possible.

Can dwarves have children with humans or elves?
Yes. But you end up with some odd combinations of features (plus quite a few possible autoimmune disorders).
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I asked him to clarify, and he specified that he was referring to when magic is involved.

But when I asked you this last year, you told me they couldn't. What changed? https://t.co/sl8QnOXsZ6 https://t.co/Bm3oLpEwTb
As I said, it usually requires some magical assistance for dwarves and elves to have children. But it can happen.
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Also on twitter, he said that Dragons aren't compatible with any other species (unless magic is involved).

Could a dragon mate with another species for some kind of Chimera/griffon type creature?
Not without a great deal of magic. (Stop thinking about it. Seriously. Stop it.) :D
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He went more in depth about human/dragon pairings in his second reddit AMA.

What if you had a messed up human/dragon pairing that attempted to mate, possibly with the help of magic/body modification? (like how the elves can modify their features) What kind of a creature would come from that? A giant human-ish creature with wings, scales, & fire-breath?
Yeah, humans and dragons can't mate. Not without magical surgery. Stop thinking about that. Seriously. Stop. :D
Assuming the involved human and dragon had their required surgery/magical physical modification/the relevant biological materials were transported via magic (like Saphira's egg), what sort of Cthulhu-esque monster would we get?
Seriously, how would a human/dragon chimera (or something of that type) affect that world, and how many of the already-existing groups (governmental and magical) would want to destroy it VS recruit/train it?
Hmm. Well, even if you could get the relevant biological materials into the right places, you'd still have a chromosomal disparity between human and dragon. If that could be overcome (which is a big, BIG if), you would end up with a being that contained some combination of human and dragon features, many of which would be inimical to life. But if it did happen, and the being could live, I'm sure it would be regarded as the oddity it was. The creature would probably end up living by itself or with the elves, I would imagine.
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I don't think there will be any cannon for most of this. Also I can't find the books so quotes may be mis-remembered.

Urgal + Human - In one of the books Eragon says something about how he can understand Dwarves and elves but an Urgals face is too different from a humans for him to read there emotions. Add to this the cultural differences then I feel that a Urgal human(or Urgal Elf/Dwarf) relationship is unlikely. If a relationship did happen I think Urgal genetics and biology are so different from human that any offspring would be impossible.

Urgal + Elf - see above

Elf + Human - We know elf-human relationships do happen as Arya says they can happen. We also know that Elves were basically human, although they had more magic, before the bonding with the dragons made them immortal and graceful. We also see that humans like Eragon can become elf-like if they bond with a dragon. All this suggests that human and elf biology is similar enough for successful offspring. Any children would probably look like broader elves with more hair or more graceful than normal humans with pointed ears. They would probably have much longer lifespans than humans and would posses weak magic.

Elf + Dwarf - This one is unlikely to happen as Dwarves and Elves on the whole don't get on and are fairly different biologically. If a union did occur the offspring probably wouldn't survive. If they did survive you would likely get a human with a slightly increased lifespan. After all dwarves are like broad, short humans and elves are like tall graceful humans so mix the two and you get a human.

Dwarf + Human - I think this could happen as humans often live among dwarves and the two races are very similar. I think a child of this kind of union would look like a short, broad human or a tall, slim dwarf and could probably pass among both races without being recognised as an outsider. The number of fingers would probably be variable depending on whether they have more of the Dwarf of Human parents traits.

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