My boobs did not have any sensation when I started breastfeeding (meaning for the first couple of weeks no real let-down effect, besides the boobs being big as canteloupes
). Then, they started feeling like ants running inside my boobs (or other description would be itching). This went from the armpit all around the boob, not the nipples though. I just thought that was a normal progression of breastfeeding. Now, DS is 14 months, my boobs don't have much of a life (no itching, no canteloupes unless son forgets to nurse for several hours).
Hope this helps. But if it is bothering you much, see a doctor... Good luck!
I had itching for the first few months, just stopped recently. Seemed like it happened when I was slightly engorged or headed in that direction. Also sometimes when my milk let down, I would feel either shooting pains or a vibratory sensation. No yeast/thrush problems, just felt to me like it was skin and cell sensations, everything working so hard and often to produce for my super-sucker!