The "deep end" refers to a swimming pool. Usually, people start learning how to swim at the shallow end of the pool. If they get in trouble and can't swim, they can just stand up in the water. Saying "throw someone in at the deep end" means to give them something much more challenging than they are able to handle and with no way to get help if they can't handle it. We also say its "sink or swim." Meaning they will either fail or pass, there is nothing in the middle.