In Harper Lee's To Kill a Mockingbird, what does the phrase "immune to imaginative literature" mean and how does it relate to the students?

The children in Miss Caroline’s class are not used to fictional stories with talking cats and are not entertained by them.

Miss Caroline is a new teacher, and she is also new to Maycomb.  She has been trained in the newest teaching methods, but they are a little too new for Maycomb.  The children in Maycomb apparently do not get many stories told to them or books read to them, or at least not of the imaginative fictional variety.  Scout says the first grade class is immune to imaginative literature because they do not seem at all interested in her story about talking cats.

Miss Caroline began the day by reading us a story about cats. The cats had long conversations with one another, they wore cunning little clothes and lived in a warm house beneath a kitchen stove. By the time Mrs. Cat called the drugstore for an order of chocolate malted mice the class was wriggling like a bucketful of catawba worms. (Ch. 2)

Miss Caroline doesn’t seem to notice the class's reaction to the book.  Everything about Maycomb is new to her, and she seems to make mistakes with everything she does. She tells Burris Ewell to take a bath (and asks him how to spell his name, which is probably not a good thing to ask any first grader on the first day of school).  She tries to lend Walter Cunningham a quarter.

It’s an uphill battle for Miss Caroline from the beginning.  From the minute the children find out she is from Winston County, they are suspicious.  Heritage means everything in Maycomb.  It is something children are taught very young.

(When Alabama seceded from the Union on January 11, 1861, Winston County seceded from Alabama, and every child in Maycomb County knew it.) North Alabama was full of Liquor Interests, Big Mules, steel companies, Republicans, professors, and other persons of no background.  (Ch. 2)

Scout and some of the other children try to help Miss Caroline out and explain how things work in Maycomb.  She can't be expected to get it all in one day, but she certainly got off to a bad start.  Stories about anthropomorphized cats are not going to mean much to a group of small town kids and farm kids in the Depression-era South.