Immediate means, "now","quick", "urgent". Example: We need to take immediate action toward this situation. This patient needs immediate treatment.

An adjective is a word that describes a thing. They can describe colors (red, blue), shapes (round, oblong), types (shy, aggressive), timing (now, then, sooner, later, immediately), location (near, far), etc.. Immediate is an adjective describing the timing of the thing (an action). So what is the timing exactly? The time is now. Immediately means to do it right now, without delay of any kind. Urgent is close, but doing something immediately does not have to be urgent. Urgent usually implies a repercussion of negative implications. "Something bad is going to happen if action is not taken!" Immediately merely focuses on 'the when' without inferring results. "Right now, without delay of any kind, I'm going to take my walk."

I agree: "Urgent" would be the best synonym for "immediate".