When your third eyes is closed, Veiled, you can't sense all of the energy that is actually in constant motion around you. When you do finally open your third eye, it's not uncommon to feel a large wave of energy for the first time. As you open your third eye more frequently, the sensations that the incredible force of energy cause will lessen as you become more comfortable and recepticle to it.
It's all in the learning experience of magic, Veiled. Congratulations on one of your first steps in magic. :)