I have been using immersion-style methods of studying for a few years now.
I read recently in a book that the best way to immerse is to not even think about the language – just let it wash over you.
I have also heard that it is important to guess the words and meanings that are coming at you while you are studying.
What is your way of immersing, do you have any tips or tricks you use while studying CIJapanese videos?
I don’t worry too much about what my brain is doing. Sometimes it repeats words in what feels like English to me, but I’ve learned from being semi-bilingual that all information I receive feels like I’m processing it in English even when I’m not. (My hypothesis is that because we associate the feeling of receiving information with our native language, we assume the feeling of processing information means we’re processing it in our native language.) Translating to my partner, I can’t often differentiate between when I’ve heard German or English, and sometimes start speaking to them in German without realizing. 
So if I am listening to CIJ and I feel like I’m thinking in “English” I just assume I received the info.
I will shadow if I’m losing focus on the video, but otherwise I just watch the video and pay attention and sometimes go, “oh, that word means x!” I’ll also read transcripts in LingQ at the same time as I listen to videos, and I’m trying to read as much as I can at this stage.
I do simply what is written in the guide. I relax, watch the videos and focus on understanding the message being told to me. I am not consciously thinking about the words being used, or anything else. I am just keeping it simple and trying to see if I can understand what the video is about. It is fine that I do not understand everything (or even anything at the beginning), as long as I understand broadly what the message was.
I am only 80 hours in, but can already see a marked improvement from when I first started. I am understanding the videos, without ever translating into English, which is the goal.
Good luck on your journey!
I do the same by following the guide. It explicitly says to watch the videos while you’re relaxed, so I tend to do things like folding clothes or eating while watching the beginner videos since they’re quite comprehensible and I can pick up a lot by paying attention to the hand gestures or pictures on the screen.
However, with intermediate videos, my mind tends to wander as I don’t understand enough to stay engaged so I treat them more like podcasts and listen to them while I’m doing something else like cleaning. I’ll look up at the screen once in a while to see if there’s a new picture, but it’s more like listening practice to me since I’m not at that level yet.
There are probably more effective ways of learning, but it works for me and I’m able to stay consistent by treating this as a fun hobby.
I select videos I can understand fully (or up to about 70%) and listen without conscious analyzing. I have been using CI with Spanish for a year, and also to improve my French listening comprehension, and this has worked well for me. If I ever notice I am translating or thinking about the individual meaning of words, I switch to easier content or take a break. I feel that the message should be the only thing a listener is focused on, not the words , the pronunciation, or the grammar, for CI to be effective.
For example, when I watch television in Japanese, I am usually translating or resorting to subtitles or thinking about individual words. I can still learn this way, but it’s an analytical type of learning, not CI because I am not of a high enough level to get CI from native content.
My advice is to relax, focus on the message being conveyed, and choose content that is a little easier than you feel your academic level might be.