We sometimes have a hard time distinguishing between thoughts, feelings and sensations. When asked, “what do you feel?” the answer we come up with is usually a thought not a feeling. For example, we might say: "I'm feeling like I should go work out right now", or "I am feeling like I should call my girlfriend and see what's up with her". These are thoughts, not feelings. If we dig deeper, we might discover that there is a feeling below the thought, and that the thought may not even be a logical or an appropriate response to the feeling.
Additionally, we have a difficult time distinguishing physical sensations from emotional ones. Physical sensations include fatigue, nauseous, hungry, etc.
In the above examples, “I’m feeling like I should go work out right now” might be masking agitation, lethargy, or even hunger. Behind the thought “I’m feeling like calling my girlfriend” might be feelings of loneliness, insecurity, or just boredom.
You might be only able to come up with the thought “I’m feeling out of sorts.” When you sit with it, you might discover that you are actually feeling a sensation of tightness in your body. If you sit with that further, you may discover what you are actually feeling, e.g. angry, fearful, etc.
What is important is not merely identifying what you are feeling, but making sure that you are able to distinguish between a thought, a feeling and a bodily sensation.