Just to let you know I don't have any idea how sounding really feels I do ask my clients how they feel and well it varies! Some say it feels amazing some have experienced feelings of having to urinate or they can really feel it on their prostate and makes them want to ejaculate.
So I would say the sensation varies depending on how you feel about it.
And I completely understand that some people are terrified at the idea of something being inserted inside their urethra! That's understandable I have studied this subject and learned some things about sounding that not everyone might know or even care about so select your provider well that's my advice to you!