Role-playing Rants: How to best immerse yourself in the game?

I've finally managed to get through my writer's block. Without further ado I give you another one of my RPG rants, this time about a very important thing - immersion. I will be mainly using the example of my most often played title - Warhammer Fantasy Roleplay. Also take note - this article is not for veterans, who have decades of RP'ing behind them, and know every trick in the book. As most of my posts of this type, I am aiming it towards those who are new to the hobby, who only begin to experience it, and could use any help in doing so. I see a lot of people lately, just starting with RPG's and not knowing almost anything about this hobby. If posts like this one will help them, then I know that my work is worth something. Helping others is always cool (image taken from 'Souls Comprehensive Roleplay Guide) So... how to immerse yourself during a game? The more important question is: should you immerse yourself at all? Personally I wouldn't be regularl...