I've dabbled in ketamine before. Probably the worst side effects for me personally when I took it a couple of times and others I know (who have taken ketamine repeatedly) is that it can be harsh on the bladder and cause cystitis symptoms with continued use. I'm not sure about the spravato formulation, so you would have to check and see if that is a concern with the dosage and frequency you'd be taking it.
When it comes to the k-hole itself, I can't describe it as pleasant or unpleasant, just simply different from anything you've probably experienced before. There will be patterns and pops of colour in things you haven't noticed before, the world might be a bit hazy, your overall state of mind quite "checked out" and dreamlike. It is a psychedelic, albeit not as potent as others. The pharmacology of ketamine and how it exerts anti depressant effects is not well understood yet.
I have PTSD and ketamine didn't really help that in terms of causing permanent changes that would stick, but ymmv. You may have an entirely different experience with depressive symptoms and find lasting relief. It varies from person to person. The experience of taking mind altering substances is also going to be very different if taking in a clinic or at home.