A swimming pool has too ends; a shallow end where the water level is only a metre or so and the deep end, where it will be at least 2mtrs, possibly more.
If you are thrown in at the deep end before you have learnt to swim, then you will either sink or swim. You are certainly out of your depth!
So, in at the deep end is an idiom to describe a situation where you have to deal with a new job or activity with limited or no experience.
Here's a trailer (preview piece of advertising) for a glossy American, legal drama by the same name. Don't worry if your English isn't brilliant, just jump in and try it!