- Trying to understand as much as you can.
- Using a dictionary when you don't understand.
Active immersion is all about making your input comprehensible. The main way that we make input comprehensible is through dictionary lookups. Aside from that you can pay attention to scenery, intonation, pitch accent, levels of politeness and other cultural things.
When you're a beginner, you will often unable to keep up with the plot. Try to pick up as many words and phrases as possible, little chunks that you understand.
When you're intermediate, following the plot becomes an option. Shift towards getting the gist of what's being said. Fill the gaps by learning the unknown bits.
When you're advanced, you've already beat the game and understand almost everything. At this point you can shift your attention to things that help you output. For example, what exact phrases people say in what situations, how they talk, what gestures or body language they use, Japanese pitch accent.