A blockchain is immutable because (in simple terms):
The ledger is append only. As opposed to a traditional database, which allows records to be inserted or edited, a blockchain only adds records to the end of the ledger.
Records are linked together and cryptographically sealed with unique 'fingerprints' such that any attempt to modify older, existing records (ie. blocks) results in different 'fingerprints' and is immediately detected and rejected by the network.
Said another way, a blockchain network reaches consensus on which blocks appear in which order. Any attempt to modify and broadcast different blocks in a different order is rejected by the network, assuming that the network is properly decentralized and not subject to a 51% attack.