Immutability means that there is no over-writes of data in principle. A new copy (version) of the data structure is created instead.
This has a huge implication, namely it guarantees that once defined a value stays the same, no matter what. This mimics a fundamental notion from math -
a = 1 is an assertion of truth, while
a = a + 1 is nonsense.
This is also called Referential Transparency.