Several things: 

First, by all means immerse yourself, but be careful. You don't want to overdo it. Retreats differ from daily life not just in terms of the amount of practice, but also in the surroundings and level of interaction with other people. Your usual supports are missing, and you may feel this keenly.

A lot depends on what you bring into the retreat. I did a monthlong retreat last fall and came in with a lot of baggage from the previous year. At about midway through I broke down emotionally and needed to back off practicing for awhile. I felt demoralized and got depressed, not an unusual response, but I had to take care of myself. 

So, second, don't be too rigid in your expectations, both for what you'll be able to do while there and what you'll come home with. Allow yourself to adjust to circumstances as they arise. I still have problems with this point. 

Retreats have a rhythm, and I've found this to be true regardless of the length of the retreat. The overall arc includes an adjustment period, the heart of the retreat, and then the preparation for returning home. Within these three segments there will be ups and downs. It's not unusual to find yourself wanting to leave early, no matter how much you wanted to go in the first place. Take advantage of the support available, and be honest about how you're doing. These people will have seen it all before. 

Finally, enjoy! This is a rare and precious opportunity. I hope you find it rewarding. My best to you.