"Immersion" is a word that people throw around constantly and often in inappropriate ways. You want to know what immersion is like? You play Metroid Prime and you will find out.
Metroid is a game that is predicated on the idea that exploration is inherently fun, that plumbing the depths of caves and glaciers and volcanoes is an activity that is enjoyable for its own sake, and that finding monsters in the secret places of the world only enhances that sense of wonder and adventure. And you know what? It's true. Metroid Prime is fun in every part, down to the simple act of walking down a corridor in an alien fortress.
There is a real sense of progression in any Metroid game, but one feels it in Metroid Prime more than any other because not only does one become stronger and more easily capable of annihilating enemies, but also because the perspective granted by a first-person view allows the player to see how the world changes around them. Metroid is a game about forcing new states on the world around you, and Prime makes you feel these acts like no other game in its series.
I also really like the storytelling in this game - maybe not so much the story itself, but the way it's told is masterful. The vast majority of the plot is entirely opt-in, and you don't have to read it at all if you don't want to, but there's so much material to go over (often revealed only minutes after events have happened) that the world ends up being exactly as fleshed out as you want it to be. There's a sense of expert pacing and alien strangeness married together in the act of scanning lore or pirate logs, and the result is a feverish perusal of facts that could spell out doom for an entire world - and you will believe it.
Metroid Prime is beautiful in so many ways - the soundtrack is beautiful, the art is beautiful, the construction of the game is good enough that it is pleasing to the eye a full generation and EIGHT YEARS after its initial release. But you know what's best abotu all of this beauty?
They let you see how they made it.
Metroid Prime has several unlockable art galleries made available by finishing different amounts of the game, and these art galleries show off the kind of talent that Retro Studios leveled at the challenge of this game (the talent and the challenge are both enormous). I wish all Nintendo games had extras like Metroid Prime. It would give me still more reasons to keep playing.