Having a penis, from a perspective where I don't like or want it, feels like an obstruction: something in the way. It's there, and it doesn't serve much use other than to take up volume.
From a perspective of what it literally feels like, it doesn't often feel like much, when positioned properly. When improperly so, well, it may feel stretched, like an arm being pulled too far... except it's one's crotch. An erection causes some more describable feelings, such as pressure. It feels like one's head when they are crying really really harshly, holding their breath and allowing the capillaries to burst. Except... in the penis. There are also the more familiar feelings of sexual pleasure, depending on the cause of the event.
It doesn't generally enter conscious thought often enough to really feel like much more; you have to be aware of it in order to really notice it in yourself, for the most part.
If your curiosity was genuine.