How The 3rd Eye Work.
_____________
It can 
take years to open your third eye completely. It took me 
over 3 years to do that. Do the third eye meditation for four days and 
then move on to the crown chakra, throat chakra etc. and if you want you can continue to do some vibrations to stimulate it further. 
Once the third eye is fully open, in addition to pressure sensations, you can feel 
an icy energy coming from the crown chakra to it. In those moments you also experience, ( at least in my case ) 
how the sexual energy rises on the Sushumna and reaches the 6th chakra, where you experience extreme joy. 
Sometimes I have also experienced the feeling of the body as 
if it were limitless, without boundaries. It happens when I put my attention on my crown chakra and third eye. Then you can also hear astral sounds, especially thunder.
The third eye is also the centre of 
Vidyut Shakti,which is the most sublime form of Prana and has the ability to discern truth from falsehood and to purify and destroy any obstacles. Vidyut Shakti can raise the Kundalini serpent, 
so be careful.  
 
Continue to meditate on the third eye 
and try to develop it, using its powers. Try to improve your visualization and astral vision (which is not from the third eye, but from the wave of energy that comes through the crown chakra to the pineal gland and then to the third eye and expands ordinary perception).
Once you move forward with the third eye, you may feel as 
 if it is burning and absorbing energy  on its own. Train and use its abilities and gradually you will advance.