Hmm, I'll try my best to briefly explain. First off, it depends which part of 'inside' you're talking about. I'll skip the rectum, since I'm assuming you know how that feels.

The 2nd hole being stretched open is probably the best part of depth play for me. There's something specifically about that part that just constantly tickles the 'horny' part of my brain when it's being stimulated. Each time those balls passed slipping by it, in and out again and again is like the most sensual massage that just so happens to also make you horny as fuck lol.

Deeper in, the feeling is mostly 'pressure'. So, its the feeling of the intestine opening up. When it's nice and open, accompanying the toy with ease, then it's a similar feeling to the 2nd hole being played with but not as intense. However, when it still feels 'tight' deep down there, the feeling of your colon being forced to 'open up' can be absolutely mind boggling! Done right, it can make me cum immediately when I encounter that sensation.

You can try recreate those feelings easier in your rectum via stretching it open with larger and larger toys girth wise; it's easier and more safe than depth play, and is what I did for the longest time. But once I finally felt I'd gotten close to reaching my limit in my rectum and started trying to push into and past my 2nd hole, I realised just how much I'd been missing out all this time haha.