Perhaps the key moment of "A Shadow of the Past," the first episode of The Rings of Power's first season, happens at the end when Galadriel jumps from the ship to Valinor at the last moment and, after the light fully fades, begins swimming back to Middle Earth.
One of the important elements of this moment is that there is no guarantee that she'll make it. In episode two, in fact, she seeks refuge among shipwrecked humans; she's exhausted and dehydrated, with no land even in sight. If she hadn't ended up on the makeshift raft, she likely would have died on the Sundering Seas - she almost does, anyway.
So why did she even attempt it?
Many critics of RoP complained about this action, but if you've read The Silmarillion, you know how impulsive the elves could be in those days. Among other things, those who set out for Middle Earth from Valinor in the first place thought they could take on Morgoth - a Vala - and win.
Ridiculous.
It is in keeping with the character of pre-Third Age elves to be a little rash. Galadriel exhibited this trait in one of her earliest mentions in The Silmarillion; she goes against the counsel of her father Finarfin in her desire to go to Middle Earth without delay - a choice with dubious outcomes. Impulsively jumping off the boat to Valinor because she has unfinished business is therefore perfectly in character for an elf like Galadriel at this time in the history of Arda.
But there's more to it than even that.
The RoP writers didn't pull this swimming stunt out of thin air. The idea of an elf jumping ship in the middle of the ocean and trying to swim back to Middle Earth actually comes from Tolkien himself.
In Unfinished Tales of Numenor and Middle Earth, there is a section on "The History of Galadriel and Celeborn." Within that narrative is the story of Amroth and Nimrodel. Amroth was waiting to go to sea until Nimrodel arrived, but in the night a storm blew the ship out to sea. They were already "far from land" when Amroth woke, and he jumped into the ocean in the middle of the storm to swim back to Middle Earth and Nimrodel.
Love The Rings of Power or hate it, this technique of taking something one character did and giving it to another is a classic adaptation move (and one that happened several times in Peter Jackson's LotR). The RoP writers simply took Amroth's deed, altered the circumstances, and gave it to Galadriel. This is a reasonable compression of two characters' stories into one, not least because it's not outside the realm of possibility for an elf like Galadriel, who had done the impossible before by co-leading a party across the Helcaraxe.