An embedded ball is in its own pitch-mark, with part of it below ground level.
Plain-language guide · Rule 16.3. Use the current official text and your round’s Local Rules for a ruling.
What to know
Free relief is normally available in the general area, subject to exceptions. The reference point is directly behind the ball; use the required one-club-length relief area. The ball must finish in the general area, no closer to the hole. Sand in areas not cut to fairway height or less is one important exception.
On the course
A ball merely sitting down in long grass is not necessarily embedded. Check the lie and any Local Rule before lifting.