Immersion is the process of reading or listening to the language you're learning, your target language. It is not necessary to move to the country or talk to natives to immerse. As long as you have access to content in your target language, you're covered. The immersion content should be made by natives for natives of that language, and it should not be translated to your native language.
Japanese learners can immerse by watching anime, movies and j-dramas, reading books, light novels and manga. In Japanese there is a lot of content that can be used for immersion, and it makes Japanese very easy to learn.
In AJATT there's the concept of Japanese Immersion Environment. Learners create an environment that simulates the process of living in Japan by using immersion content — media in Japanese. Japanese Immersion Environment is created by switching from media in your native language to media in your target language.
Learners maintain their immersion environments by doing most of the daily activities in their target language. Read news in the target language in the morning, listen to radio in the target language while commuting, watch a movie in the target language after coming home, etc.
Immersion is also commonly referred to as input. Usually we divide immersion into passive (background) and active. Active immersion requires full attention to the content while passive immersion is when you're listening to the target language while doing something else.