In simple words, the immune system is the complex system of cells and proteins in our body that protects our body by fighting off the infection. Whenever any foreign substance enters our body (antigen), our immune system produces antibodies to defend our body against the infection. Antibodies are protective proteins. Not everyone is born with a strong immune system but you can develop one through a healthy diet, regular exercise and good sleep.
Our body shows signs of strong immunity often. For instance: When we start suffering from cold or sore throat or any other flu, it is the sign that our immunity failed in stopping the infection from entering our body. When we recover from such flu, it is the attestation that our immunity fought off the infection and successfully vanquished the virus or bacteria. Another example is that after a mosquito bite if the affected area turns red and itchy, it signifies that our immune system is at work. Had your immunity did nothing against the foreign invaders or antigens, you would have never got over it.