Take a moment to take yourself back to when you were learning English. You'll remember that you started learning to speak by listening to your parents repeatedly speak simple phrases and eventually repeating them back as best you could. It wasn't until much later that you actually had to learn to read, let alone study grammar.
Basically your environment enveloped you; English was all around you and slowly but surely you absorbed the language from what you heard around you. You made lots of mistakes you were expected to make mistakes but the result was that you were able to speak English without actually having to study it.
Think back to when you were learning English. You started learning to speak it by hearing your parents speak to you and repeating back to them what you could hear, it wasn't until much later that you were actually expected to learn to read and then study grammar!
You were in an environment where you heard English being spoken all the time (assuming you weren't brought up in a multi-lingual family anyway) and bit-by-bit you just assimilated what was being said around you. Of course it takes time for it to happen and you made lot of mistakes along the way, but the end result was the ability to communicate clearly and easily in English.
While your first language will be the easiest to learn, partially because you'll have none of the hang-ups associated with learning to do something, it is possible to follow the same kind of procedure you followed as a child to learn a second or third language.
So called immersion courses put you in a Spanish language environment with little opportunity to use your own language in class, out of class while performing specific tasks associated with forcing you to stretch your foreign language skills.
Often you'll be placed with a host family who will only speak to you in Spanish you'll cope all right and find your Spanish improves dramatically. Just like when you were learning English you're in an environment that envelopes you and when you sit down to a daily meal and go through repeated vocabulary it will serve to reinforce it in your mind and your self esteem will soar.
As I mentioned before it's not just your Spanish language skills that will improve; what about your cultural appreciation for the country you're staying in as well as making friends with the host family you stay with. Sports mad? Study Spanish in Barcelona where you can see FC Barcelona play in their famous stadium; or visit the marvellous old town of San Juan in Puerto Rico while improving your language skills.
As you can see there are some great advantages to learning Spanish through an immersion course, so why not take the opportunity while you can?