Understanding 'Immersed' in Context

Lucy loves to read books. Every time she finishes a book, she feels a great sense of achievement. One day, she picked up a thick book that had many pages. Lucy thought it would take her a long time to finish it, but she was excited to start. As she read each chapter, she found herself immersed in the story. The characters came to life for her, and she laughed and cried as she turned each page. Lucy enjoyed the adventure and felt proud when she completed the book.

In this passage, the word 'immersed' is used. What does 'immersed' mean in this context?