There are two main types of experiences that a sadhak has in the course of his spiritual journey.
The first and more common are subjective in nature and include states of consciousness such as feeling peace, wideness, joy, growth of aspiration, surge of devotion and faith, urge for progress, to surrender oneself to the Divine. Further along this line one can have flashes of intuition, inspiration, revelatory insight, feeling of oneness, bliss, infinity, cosmic consciousness leading to an enlargement of our being into others and taking of others into oneself, the sense of the Divine Presence within and in all. These eventually lead us to a growing identification with the Divine, knowing oneself as the psychic being, a change of consciousness leading to the growth of divine qualities and divine nature. This is what spiritual life is largely about, with the change and reversal of consciousness being the main thing, since it leads to the progressive transmutation of the human nature into the Divine. As a result of this one can develop certain powers spontaneously such as of intuitive knowledge, power of expression of higher truths, healing powers, and various other such possibilities depending upon our constitution and spiritual destiny.
There are other experiences that can be considered as objective since they are as if projected outside the limits of our being. They include visions and voices, subtle taste, touches, subtle hearing, subtle smells, conscious entry into other planes, seeing of lights and colours, going out of the body consciously, seeing the Divine everywhere, knowing the thoughts of others etc. There are a number of occult powers that one can encounter here too.
What is important is to understand that having visions, hearing voices, development of occult powers are not necessarily the sign of spiritual progress and they can often mislead the sadhak. The true signs of spiritual progress are threefold.
Psychic experiences leading to a growth of bhakti, love, faith, the urge to serve the Divine, to give oneself to the Divine, feeling oneself as the child of the Divine Mother or a portion, a part and parcel of the Divine, an inner certitude of immortality.
Spiritual experiences such a feeling of wideness and oneness, experience of the Divine Presence within, of oneness with all beings, knowing the One Self, the descent of Peace, Joy, Knowledge, opening to inspiration and intuition, feeling the Divine Presence in all and all in the Divine, all as the Divine.
Supramental experiences leading to a complete shift and transformation of nature within and without, becoming conscious of infinity and eternity, absolute certitude of a total all-comprehensive knowledge free from any possibilities of error, a Love that is all-powerful and all-inclusive in itself, a bliss and peace that are unvarying and undiminished, a state of continuous identification with the Divine in oneself and in all. Eventually a radical transformation of our mind, heart, life and body itself in its entire functioning.
The coming and going of experiences does not indicate that we are doing good or bad things. These are human notions. They depend upon a certain opening and receptivity of the consciousness to the Divine. This receptivity and opening are prepared through aspiration, sincerity, concentration, faith, surrender. These things take time to develop. One has to walk with a lot of patience and perseverance. However, yoga is not done for having experiences but for a change of consciousness from the human to the Divine. The change comes readily as the ego-centricity is diminished, the restless cry and clamour of desires stilled, and the consciousness is turned towards the Mother in a state of bhakti and surrender, concentrated more and more upon Her than upon oneself.