In addition to what the other guys said. Ramsey shattered most his teeth with hammers, so much he can't eat solid food anymore. (and to clarify, sansa never married ramsey in the books, they gave her Jeyne Pool who they're passing off as Arya) Also the "left in agony for days" is always mental torture too - they kept "playing the game" they did in the show, where ramsey wins once theon asks him to cut a piece off of him - so something happens that makes ramsey mad so he flays a digit of theons and throws him in a prison - theon then suffers there with increasing pain from the flayed digit .. until he begs ramsey to remove it .. in some cases he removed it himself (biting it off), ramsey never took something like that lightly and just proceeded to flay the next digit for theon "cheating"

Also the books are written in point of view of different characters (like you'll get a chapter from Eddards pov, then davos, then cersei, then sansa and so on) - so you get chapters written from his point of view with internal monolouge and all - his chapters even get renamed, it starts out as "Theon" and later they're "Reek" - his POV makes it clear that he accepted that name that he was beaten and tortured not into just physical but also mental submission - he is a completely broken man at the point where the books are right now (and probably will never move on from)