Seismic Stan: "EVE Online is renowned for it's depth. Its backstory, gameplay and social aspects are all qualities that draw players in. What does immersion in EVE Online mean to you?"
It's pretty simple from my end.
In most games, you have to mold yourself to fit the world. This is not the case in EVE, where the world molds itself around you. EVE changes for you just by what you want to do. Want to be a pirate? EVE lets you do it, and your consequence is low security status. Want to scam people? Pilots will be rage-mailing you in no time. Want to join in null-sec? You'll find yourself living the very stories you read on EN24 and wondering, "Why is this different from what I remember?"
By simply logging into EVE, you are immersed. You don't have to pretend to be a pilot, you are one. You don't have to pretend to be a bastard, or leader, or a fighter, or a lone wolf: you are those things. EVE has simply given you the safety net with which to utilize those aspects of yourself that might otherwise stagnate.
You can choose to roleplay, but that's not any more or less immersion than not roleplaying, simply a different form of immersion. It's third person immersion instead of first person. Roleplaying still relies on you though, and the character you roleplay can never be more or less than you are.
You are who you are. EVE requires only your participation that it may mold the universe around you. If that's not immersion, nothing is. To quote an overused phrase, "EVE is Real."