If my experience was like anyone else's then I believe you will not get many answers. All I can say is that it isn't astral projection, it's not a mental journey in your mind's eye. I believe you must be in a fervent, almost frantic state of mind. The Mad Arab, if the book truly is based on his account, does not explain in detail probably because he was forbidden to do so. It's hard to describe, kind of like seeing the back side of the sky.
I would say, don't worry about what to expect. Decide if you want to go ahead or not, and then do so or do not. Remember that if you start the gatewalking, be sure that you will finish. Until you are sure, don't. You wouldn't go to an important person's house just to wander around and see their pretty things, and if you did you might not be allowed back in the future, and they certainly wouldn't get you invited to the next most important person's home that you are hoping to visit. Go with purpose, and when you know that you will complete all of the gates, at some point. They don't have to be done in succession in a short time, it can be the work of decades, but you must, in your heart, know that you will complete that work.
If not, or if any other God is in your heart but the Elder Gods, it will likely be an unpleasant experience.
The world is complicated - that which makes it up is elegantly simplistic, but infinitely versatile.