hiya, me personally, i have felt some emotions but i havent been able to touch physical things in the same way,ie, you can pass through doors. Sometimes physical things such as walls, etc can be similar but a different colour, or pattern.
Theres sometimes at first when I've felt a buzzing sensation just before I've left my body and that can be distracting or even frightening. ( but its just chakra activity).
You can try and WILL yourself somewhere nice as soon as you feel like you've left your body, so that you actually go somewhere and see stuff.
The best way I get out is through an invisible rope via my third eye area, i recommend it, as its so liberating when you leave your body.
I recommend- Treatise on astral projection, by Robert Bruce and Astral projection for beginners by edain McCoy.
I also advise to be in a positive frame of mind before astral projection, believe me, Its a good idea, to help to raise your vibrations before your astral journey