The pressure caused by a liquid depends on how much liquid is above the point you are measuring. Deeper down there is more liquid above, so more weight pressing down, and the pressure is bigger. The pressure due to a liquid increases with depth. If the depth is doubled, the pressure due to the liquid doubles as well.
The pressure also depends on the density of the liquid, which is its mass in each unit of volume. At the same depth a denser liquid has more mass above the point, so greater weight, so greater pressure. Seawater is denser than fresh water, so at the same depth the pressure is higher in the sea than in a lake. Mercury is far denser than water, so even a short column of mercury gives a large pressure.
This is why the wall of a dam is built thicker at the bottom, where the water is deepest and the pressure is greatest, and why submarines need very strong hulls. Remember that the total pressure also includes atmospheric pressure, which is the same at every depth.
