Shingles can feel like a number of things, and the reason shingles has varying sensations or sensory symptoms associated with it is because the infection itself is within the nerve and then the rash manifests in the skin over that nerve pathway. It can be numbness, tingling, burning, sticking, stabbing, itching - all sorts of sensory symptoms. The symptoms can range from very mild to moderate symptoms, which is probably what most people experience.
The symptoms can also be very severe. There can be classical pain symptoms like aching or throbbing in association with all of those other types of sensory symptoms. It can vary highly from person to person.