It arises from our pleasure in complex, extensive, consistent alternate worlds that enfold us while still allowing us to explore. A non-fiction book or a narrative in an medium is immersive because it arouses speculation and provides the promise of rewarding further curiousity. It invites us further and further in as we learn more about it. Immersion in digital media arises from its spatial and encyclopedic properties. We are offered a virtual space or even an information space to explore that seems infinite.
Immersion is reinforced by consistency and completeness.
We have to know where the boundary is so that we do not accidentally wander outside it or grow confused about which side we are on. When the boundary is uncertain we feel like audience members do when actors leave the stage and enter the audience. We can't make sense of the action because we do not know which sphere it belongs to. Some people assert that interactivity and immersion are antithetical - that they cannot exist together in one experience. Role playing games are a good example of the active creation of belief.