Immerger needs a direct object, so you need to use a reflexive pronoun: immerge-toi. Alternatively, use a verb that doesn't require an object, such as plonge. I don't know the context of the quote so I won't offer any recommendation as to which verb to choose here.
The normal word order in French is SVO, i.e. subject, then verb, then object(s). There are of course many exceptions, the most frequent one being that the verb goes before the subject in a direct question when the subject is a pronoun. With an imperative, the subject is omitted, so the verb normally goes first. Adverbial clauses such as “dans l'élément destructeur” are not objects, and they can be placed in many different positions, but not all positions work in all sentences. All of this applies equally to English, by the way, except that the rules for putting the subject first is different (in English, the auxiliary goes before any subject, not just pronouns).
In this particular sentence, it is strange not to start with the verb. The most natural phrasing is to put the verb first. I think that it's hard to put “dans l'élément destructeur” before the verb because although it's technically an adverbial, it might almost be an object: the verb indicates a change of position, and this complement is necessary to convey the nature of the change.
Immerge-toi dans l'élément destructeur.
Plonge dans l'élément destructeur.
But given that the same applies in English, it may be apt to keep the word order in the translation. The strangeness of the word order makes the sentence remarkable and somewhat grandiose.
(?) Dans l'élément destructeur, immerge-toi.
(?) Dans l'élément destructeur, plonge.
The infinitive can be used to convey an order, but only in contexts such as legal or practical instructions (“ne pas fumer dans le bâtiment” = “do not smoke inside the building”, “serrer la vis A avant d'accrocher le panneau” = “tighten screw A before hanging the panel”). It doesn't work for a philosophical or poetic statement such as Conrad's sentence.
Another way to convey an imperative in a grandiose manner is to use a future tense. This is a very specific case which evokes Biblical translations, such as common translations of the Ten Commandments. It is not a normal phrasing in modern French and would not necessarily be understood out of context. With this phrasing, putting the adverbial first is relatively unremarkable.
Dans l'élément destructeur tu t'immergeras.
Dans l'élément destructeur tu plongeras.
This is not a suitable translation of Conrad's quote because it has a Biblical connotation which is not present in the original.