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The 10th Doctor, when he was about to die/regenerate in the episode The End of Time, was very sad and visited most of his companions secretly. Doesn't he have all the memory of the previous incarnations?
Even if regeneration is painful, the pain will be gone afterwards and then all is fine. Why was he so sad that he needed to visit his companions?
The visits are mentioned again in the Sarah Jane Adventures story Death of the Doctor (featuring the 11th Doctor as a special guest). The Doctor says to Jo (a companion of the 3rd Doctor, also making a special guest appearance):
JO: So you've been watching me? All this time?
DOCTOR: No. Because you're right. I don't look back. I can't. But the last time I was dying I looked back on all of you. Every single one. And I was so proud.
The Doctor isn't sad because he won't remember his companions, he's sad because he believes he won't see them again. The 10th Doctor was fairly unusual in that he interacted with previous companions quite regularly (even ones like Sarah Jane, from incarnations long ago). Most of the time when a companion leaves, the Doctor never sees them again (there's some discussion of this in School Reunion, when the 10th Doctor meets up with Sarah Jane).
It's natural for someone to be sad when they're farewelling a close friend - people cry at airports when friends leave for a few weeks! Even if no-one's dying, when the separation is likely to be permanent, it's painful and sad.
It's not clear exactly why the Doctor doesn't look back (especially since recent Doctors have cellphones that can call Earth), but there's probably a wibbly-wobbly timey-wimey reason. Perhaps it's just how you deal with living hundreds of years longer than most of your friends (even the Time Lord ones like Ramona) and spend only a small part of that time in the same time period as they live.
Out-of-universe, the end of the 10th Doctor also marked the change from Russell T. Davies to Steven Moffat as producer (and most common writer). Unlike the change from the 9th to 10th Doctors, the change from 10th to 11th essentially closed off most previous story lines (with the notable exception of River Song and the Weeping Angels, who Moffat introduced). For the audience, it is unlikely (but never impossible in Doctor Who!) that we'll see these characters or the 10th Doctor again, so the sadness (and 10's final "I don't want to go") is ours.
The Doctor answers this himself: he says "it feels like dying" (I don't have the exact quote). He feels sad because he feels the same as if he is dying. Even the Doctor is not a totally logical machine.
As BBlake put it: "each time the Doctor regenerates, he literally becomes a new person, with a new personality and new appearance. While he has the memories of all the previous incarnations, he isn't quite the same person that he was [...]. Essentially the person that he was is dying and a new person is being born."
As someone who just started with Doctor Who and just finished series 1, I think I might be able to answer this. I myself knew that the actors changed before getting into the show but the impact when I saw the 9th's regeneration into 10 was very sad. You see, you become so attached and used to "that doctor" that it really is like he's dying. He will never be the one you knew, and really I think the extended intro to the Christmas Invasion explained things better.
He's afraid that his companions won't accept him anymore, that he "isn't their doctor." It's pretty much a clever inside nod to the fans while just being the nature of the show. But he will always be the Doctor. If he has the Tardis and is always willing to help others who deserve it, then he is the doctor.
It's also a possibility that with each new personality his memories become less to make room for the new. In a way, that's also just as bad as dying...but that part is just speculation on my end. A bit faulty too since he can see all time and time's outcomes apparently, so I'm sure he would still know of his companions no matter what that way.
I myself find it a very sad bit that he changes. Just lile Dream in The Sandman. He's still Dream with all of his memories, but yet he's also not the Dream that was throughout most of the book.
You either change or you die.
I'm not sure that even Gallifreyans have completely worked out the implications of the ship-of-Theseus problem when it comes to regeneration. Or maybe they were never really exposed to it, but The Doctor knows it now and it troubles him. Or maybe they have an answer, but The Doctor questions it. In any event, I suspect that this is what troubles him.
The original question goes like this: an ancient Greek city has the ship of Theseus as a monument, but as time goes by, weathering and such means that individual planks and parts have to be replaced from time to time. Eventually, a time will come when every single part of the ship has been replaced at least once; is it still the ship of Theseus then, even though nothing of the original remains? To put another layer on it, let's take those original parts and build another boat out of them, keeping to the same specs as the old. Is that the ship of Theseus now?
This question can be applied to regeneration. A new incarnation carries the memories of The Doctor, but has both a new body and a new personality. What else, if anything, does he really carry over? The Time Lords seem to recognize a right to continued identity -The Second Doctor is still considered "The Doctor"- but whence does this really derive, and is it even truly appropriate? Was the First Doctor "snuffed out" when he regenerated and a new consciousness born, or has this same stream of consciousness continued through all the regenerations? How would he even know for sure?
Time Lords have access to superscience, but I'm not so sure that they have super-philosophy, and even if they do, it might not be so definite. Either way, I think this is the source of The Doctor's existential angst with respect to regeneration. It's not a question that all Time Lords struggle with, but he clearly does.
Time lords get 12 (or 13? regenerations. After his 10th incarnation is dying, the doctor realizes just how old/how many times he's gone before. Soon, his death will be final. "soon" in the sense that he only has one or two more after number 11. Not only is his 10th incarnation dying, but his race is dying, and with it, the universe is in trouble. There is so much destruction he normally causes...yet at the same time, he's the one protecting everyone. If he isn't around anymore, the people he leaves behind are screwed.
I'm a reasonably new Who watcher, but as a teen I read through all the books and so while I'm a new "TV" fan, I imagine myself an old fan rekindled.
I think Dragus answered the closest to my perception. Each regeneration the Doctor has gone through has created a different man, from looks to personality. In some respects, the way we remember people depends on our personality as well: friends that I had as a young man wouldn't appeal to me today because of how much I've changed since I last saw them, and I'm the same person. Imagine changing so much that you don't even know "Who" you are anymore :). He may not get along with people who the previous personality found very compatible.
Another part of it is that his friends might not trust him, just as Rose treated him for the first episode. They may not like whoever he becomes.
All in all, I think the phrase "I don't want to go" sums it up better than anything. This personality is dying. The next one won't be "me", but will know about "me".
I've always wondered if perhaps after regenerating, that particular incarnation's consciousness ceases to be - essentially that "soul" is no more and knows nothing. The new incarnation retains all the memories and experiences of the personality that ceases to be, but that incarnation is gone forever. That would very much be like dying and I'd be pretty down in the dumps myself.
In The Name of the Doctor and The Day of the Doctor, the Doctor refers to his name as a promise. That promise being "Never cruel or cowardly. Never give up, never give in." This promise could be considered the Doctor's way of remaining as the Doctor. You could back this up by looking back to The Doctor's Wife, where the Doctor talks about the Corsair and how he/she was different when regenerating into the opposite gender.
In The Time of the Doctor, the Doctor doesn't seem as saddened about his regeneration due to being granted a new cycle. However one should note that most of the recent regenerations have only lasted a few years, while he remained the the Eleventh Doctor for several centuries. It should also be noted that his regeneration into the Twelfth Doctor is only the second time he has regenerated due to old age (first being the First Doctor).
I think most of these answers cover it for the bigger part of "On screen" reasons, but I think it might be more than that. If you look at the progression of doctors, they seemingly get "younger" each time they regenerate. Imagine a big brother/little brother situation where everyone you know and love sees you as living up to the person you were the previous time. Not only would you have a HUGE role to fill, but with a new look, everyone would be expecting to see new bigger better things. The Doctor (at least recently) has had a very flamboyant take on everything he has done, from running away :P to serious moments like the death of a friend. If he thought he had to outdo himself with every new incarnation, it is probably the most stressful times of his life (even moreso than fighting off the Daleks and the Master). He has always been good at figuring out tangible problems, but has never really been one for facing emotional problems. He just runs away.
Onto another point I wanted to make. Even though every incarnation has been relatively the same, we have no reason to believe he will always regenerate into a "humaneske" figure like we have seen. I know the Doctor's rule (the Doctor Lies), but think about it... every time he regenerates, he checks everything out "I have a nose! I've had worse." (Tenth to Eleventh). the Ninth doctor made reference to "Having two heads, or no heads" and some other stuff hinting that he could look like other species when he regenerates. I don't know if there has been more on it in the series or not, but from my knowledge it could happen.
Last thing. Each incarnation, like stated above, has it's own personality. Maybe the Doctor is scared of losing what each experience has made him. Just having the knowledge of something that transpires teaches nothing. Every history class I have ever been in has taught me that. I think he isn't sure that he will still be "good" or even that he will want things like companionship and love. The thought of being alone scares the Doctor, and not knowing he's alone or not caring I think scares him even more.
Hope these help!
Each and every Doctor has had their own unique personality. That is something special about that role, that the actor has the opportunity to bring elements of themselves into the character (for example, Matt Smith changing his costume at the last minute). So, to me, I think the 10th Doctor's emotional exit is both a reflection of the 10th Doctor's emotions, and of David Tennant's emotions. Read up on him a bit... he decided to be an actor as a little boy because he wanted to one day play The Doctor. That role for Tennant was literally the manifestation of his life-long dream. I'd imagine wrapping up his time as The Doctor was very emotional for Tennant, and the nature of the role allowed him the flexibility to incorporate that honest emotion into his performance.
As has been answered before, he thought this would be his 12th, and last, regeneration. (Seriously, does nobody think of the regeneration cycle being pretty much dry when he says "I don't want to go?")
Also, compared to several other incarnations, Ten didn't live that long. Three probably spent around a century doing solo travels after getting his exile was lifted, as he still remembered his duties with UNIT and didn't appear to have aged much, Four probably lived about 300 years considering solo travels and Romana, Eleven lived for a total of 1200 years, and War's comment about being 800 could be the age of that particular incarnation, in that he had lived 800 years.
Ten, on the other hand, spent around 3-4 years total with all his companions, around a year solo between Stolen Earth/Journey's End and Waters of Mars, and about 2-3 years between Waters of Mars and the End of Time, giving him a maximum lifespan of 8 years. Compared to even his predecessor, who spent around a century travelling between his first and second meetings with Rose, Two, who spent a few years working for the CIA, and Six, who probably lived around 50 years due to him being stuck on Gallifrey (Trial of a Time Lord), that isn't very long, so he didn't have time to get used to that particular body.
And as bad as Time of the Doctor was, at least Moffat decided to finally sort out the regeneration question that had been lingering around since 2005.
To me it always seemed obvious why, however out of character, he was told his "song" was about to end, and it is fair to assume he thought he would die for real, he said "Even if I change it still feels like dying. Everything I am dies" analyse this sentence, he is not dismissing the possibility of regenerating, but it's clear it's a second thought.
I'm fairly sure The 10th Doctor was almost sure he was not going to survive regeneration, if you started with the new series you might not know, but since the classic era, regeneration is bound to fail, it's not common, but it can happen.
Just look at The 11th Doctor just after he regenerated "Legs! I've still got legs!" this could be taken as him being happy that the regeneration was a successful one, in the sense that he had no deformities, but most likely than not, is him being happy that he didn't die during the process.
Now we know as 11th stated "I had vanity issues at the time" and this is true, just listen to 10th after he semi-regenerated previously "I didn’t need to change. I didn’t want to. Why would I? Look at me!" but I doubt this time around, it was him just being reluctant to change his appearance and personality and more about him fearing death.
After the 11th Doctor run, we know he always knew this was his last regeneration, that adds to the possibility of the process going wrong, even if rare, this was his last chance at cheating death, he didn't knew Gallifrey was still out there, he didn't knew there was a chance of getting another cycle, so The Doctor always knew, since 10th redirected his first regeneration towards his hand, that he was getting one last chance, and that would be it.
To me that was always the reason why, the prospect of finally dying, there is nothing wrong with wanting to live, and even if the doctor is semi immortal I don't think he wants to go any time soon, even if sometimes he comes to terms with the prospect of permanent death.
And that was my take on why The 10th Doctor didn't want to go.
If you pay attention to wording when he is about to become the Thirteenth Doctor he says he is about to start a new cycle there for the other Time Lord's stated to him that he was only granted 12 regens. So I come to the conclusion that he started a new cycle of 12 there for he has 24 in total but this is strictly speculation. Some would say 13 regens but even in that he is on regen number 14 now so what is the correct answer, well 15 regens he keeps the same face once. Also Melody Pond/River Song gave him her remaining regens to save his life therefore it is probable that he has hers and is now using them. Only the writers truly know so maybe they will answer these questions in the season to come.
The Tenth Doctor said to Wilfred Mott:
Everything I am dies, some new man goes sauntering away... And I'm dead.
Because he was actually dying. The 10th doctor, this regeneration of the Doctor, THIS doctor was dying, but he would regenerate with an other character and an other view. The 10th doctor was dying but not the doctor.
He was sad because he thought it was one of the last regenerations he would go through before he dies but we find out in the Christmas special and the 50th Anniversary that Peter Capaldi (12/13 doctor). I also think that Capaldi is the 13th Doctor because I count the war Doctor who became a Doctor in the 50th Anniversary special.
He was sad because this was the last time he could regenerate. In the Christmas special we see that he gets thousands of time lords from a different dimension 12 regenerations.
OK I'm gonna go with a more technical answer every time he regenerates he gets a new body which means he has new everything and one of the biggest factors in personality is hormones and the diffrent pathways of the body and brain to the body so when the regeneration process takes place he will come back and have a kind of wonky feeling at first since he is readjusting and then his new hormones are kicking in and changing the way he acts he could get angry quicker or be calm or a multitude of other things then when he rember things he has his new outlook (there is a thing that every time yiy rember something you rember it differently because of your current state) so he can never really be the Same person again since his brain will react differently even if he is the same person which is why his personality changes so much he legitimately will think different than he would before and while he has the same consciousness it would be like being on a antidepressants your alchol it's changing how you would act
