I spent about 3 years towing the line between spiritual psychosis and sanity, I can't speak about the depths like some can(fortunately, though I'm jealous of the few who've gone all the way down and still managed to return to this world), but I know what the other side looks like about as well as anyone can while still remaining "sane".
I wish I had more to offer for all my experience. One thing that is very important is this: the deeper you go into the depths or spirit or unconscious or whatever you wanna call it, the stronger your foothold in the "real" world needs to be. By this I mean you need things grounding you in reality; relationships, meaningful work, community, etc. When you are tempted to fall all the way down into the depths, and you will be if you explore long enough, these are the things you'll be afraid to lose, you'll grasp for them and if they are strong enough they will be able to pull you back up.
Some people think you need to sever earthly connections in order to explore the depths of the spirit, this is the easiest way to go deeper, but if you want to remain sane and functioning in this world you need strong connections to it. This is why I've never gone as deep as I'd like, I'm quite isolated and I'm aware of how fragile my tether to reality is. I play a risky game even going as deep as I do(which is nothing compared to some), but I've learned a lot about the barrier between inner and outer, or whatever you'd like to call it, and I can understand the writings of people who have taken the plunge(whether they describe it in religious, spiritual, or scientific terms, it's all just different words mapped onto the same phenomena).
Sorry I kinda just ended up talking about myself. If you have any specific questions that someone with my limited depth of experience could answer then please ask, this is my favorite topic. If you're just curious about others experiences I'd be happy to write that out as well, it will be a very long post though lol