Immersion is a really interesting concept in the sense that it may be one of those of words we throw around thinking everyone knows what it means when actually it’s something very different to each of us.
To me immersion has to do with how strongly the game and the experience wraps around me, the tightness of its grip so to speak, how deep it’s sinking it claws, etc. It can be confused with addictiveness as Brandon pointed out but it’s not the same thing. I tend to feel more immersed with horror games because their atmospheres are denser, richer and harder to escape from somehow (if the game is good of course).
Immersion for me has to do with feeling overwhelmed by the game to a degree, and it’s also something that in my mind is super closely related with how good and fleshed out the sound design is, oddly enough. I have a really hard time feeling “inside” the game if the sound design isn’t interesting, this is the reason why I had to try really hard getting into Dishonored, visually is incredibly stimulating, as good as it gets, but the sound had no texture, it wasn’t believable or interesting.
Thief, Dead Space, Persona 3, Tomb Raider (original trilogy), Arx Fatalis, Paradise Killer, G-String, Shadow Tower, Silent Hill, Half-Life, Quake, Ridge Racer Type 4 are some examples of games I feel excel at immersion. Making this list I realize it maybe also has to do with the game having some vibes to it? I don’t know, but I’m sure for me personally it’s at least 75% sound. Really interesting to think about as I said!