Either is grammatical, there is a small difference in meaning though.
"I was plunged into sorrow": At a specific time, I suddenly went from a state of not being in sorrow to a state of being in sorrow (as if quickly submerged in water)
"I was plunged in sorrow": I was in the state of being in sorrow (having been plunged into sorrow at some unspecified previous time)
The second one sounds somewhat "poetic" and may be stilted in casual conversation (US American). We'd usually say the first.
(These sentences would diagram differently, "plunged" in the second sentence "plunged in" acts more like an adjective and not a verb.)