Hi Franky, and welcome to usĀ
I want to share a Yoga practice I use to train my third eye, I used it before I got my Reiki and I love itĀ http://www.hathayogalesson.com/index.htm
I belive that reiki also can be used to open the third eye, just by remove blocking and open up the chakra, and I asume some other here have a reiki practice about that.
And my feelings about my third eye`s opening, are just like having an real eye between the eyes, that opens up, and the sight clears up, everything seems extra clear, and sometimes I feel like my sight moves up into the third eye and I see through it, both with my eyes open and if I close them.
My experience with my third eye is that it close when I`m tired or not feeling well, it`s like it`s very sensibel to how I am feeling
With Love and Light