Saints are humble people. They know that whatever gifts and graces they have come by the goodness of God, not by any merit of their own. They are extraordinarily fearful of their own pride, and consequently do not like to talk about their own mystical or miraculous experiences. Those who do - like St. Therese of Lisieux - often do so only under obedience. It is thus very mysterious, from a layman's perspective, what it is really like experientially to receive these special charisms from God - what it is like "behind the veil" for those who truly receive prophetic revelations and visions.
One such look behind the veil comes from the Life of St. Columba, written by St. Adamnan. St. Columba (d. 597) was one of the great Irish missionaries; he is commonly listed as one of the Twelve Apostles of Ireland. Columba eventually settled on Iona in the Inner Hebrides in Scotland, from whence he spent many years laboring among the Picts and Irish settlers in the region. After Patrick, he was probably one of the greatest Irish saints and a renowned thaumaturgist with dozens and dozens of miracles recorded. He was also a wonderful prophet, such that an entire book of St. Adamnan's hagiography is dedicated to the prophecies of St. Columba.
Like many other saints, Columba was much more interested than doing the work of God than explaining or discussing it. Adamnan's Life reveals a saint who performs miracles as if they were everyday occurrences and who, like the Judges of the Old Testament, occasionally has the Spirit fall upon him to deliver some sort of prophetic message. Typically Columba simply delivers the message and moves on. As we said above, no saint really likes to talk about the spiritual graces God has given them; a supernatural humility precludes that. But every now and then the saints open up a bit and we can get a look behind the veil.
At one time, a certain friend and fellow worker of Columba questioned him on the matter of what it was like to receive a prophetic revelation from God, and Columba satisfied his curiosity with the following fascinating explanation. Let us pick up in Chapter 34 of the first book of St. Adamnan's Life of St. Columba:
After these things were thus narrated, Lugbe, the soldier of Christ, began to question the saint in private. "Tell me, I entreat of thee, about these and such like prophetic revelations, how they are made to thee, whether by sight or hearing, or other means unknown to man."
To this the saint replied, "Thy question regards a most difficult subject, on which I can give thee no information whatever, unless thou first strictly promise, on thy bended knees, by the name of the Most High God, never to communicate this most secret mystery to any person all the days of my life." Hearing this, Lugbe fell at once on his knees, and, with face bent down to the ground, promised everything faithfully as the saint demanded.
After this pledge had been promptly given he arose, and the saint said to him, "There are some, though very few, who are enabled by divine grace to see most clearly and distinctly the whole compass of the world, and to embrace within their own wondrously enlarged mental capacity the utmost limits of the heavens and the earth at the same moment, as if all were illumined by a single ray of the sun."
In speaking of this miracle, the saint, though he seems to be referring to the experience of other favored persons, yet was in reality alluding to his own, though indirectly, that he might avoid the appearance of vain-glory; and no one can doubt this who reads the apostle Paul, that vessel of election, when he relates the visions revealed to himself. For he did not write, "I know that I," but "I know a man caught up even to the third heavens." Now, although the words seem strictly to refer to another person, yet all admit that he spoke thus of none but himself in his great humility. This was the model followed by our Columba in relating those visions of the Spirit spoken of above, and that, too, in such a way that even Lugbe, for whom the saint showed a special affection, could hardly force him to tell these wonders after much entreaty. And to this fact Lugbe himself, after St. Columba's death, bore witness in the presence of other holy men, from whom I learned the undoubted truths which I have now related of the saint" 
Another fascinating insight into the experience of divinely inspired prophetic revelation comes from the famous German mystic St. Hildegard of Bingen (1098-1179). Hildegard was one of the great saints and geniuses of the medieval world; she was consulted by popes and kings, wrote music, and delivered prophecies. In one of her letters to a friend, Hildegard loosens up on her normally restrictive discussion of the nature of her visions to give her friend a candid explanation of what it is light to receive a prophetic message from God"
"The light that I see is not local or confined. It is far brighter than a lucent cloud through which the sun shines. And I can discern neither its height nor its length nor its breadth. This light I have named 'the shadow of the Living Light,' and just as the sun, and the moon, and the stars are reflected in water, so are writings, words, virtues, and deeds of men reflected back to me from it...Whatever I see or learn in this vision I retain for a long period of time, and store it away in my memory. And my seeing, hearing, and knowing are simultaneous, so that I learn and know at the same instant" .
It is interesting that both Columba and Hildegard, though from two totally different cultural backgrounds and almost five centuries apart, should both explain the prophetic gift in terms of a light. The faculty which exercises the prophetic gift is that of intellect, as prophecy is a special kind of knowing. And the power of intellection, in the Scholastic and classical tradition, has been constantly compared to a kind of light which allows the intellect to know. For example, Aquinas says:
"...Aristotle (De Anima iii, 5) compared the active intellect to light, which is something received into the air: while Plato compared the separate intellect impressing the soul to the sun, as Themistius says in his commentary on De Anima iii. But the separate intellect, according to the teaching of our faith, is God Himself, Who is the soul's Creator, and only beatitude; as will be shown later on (90, 3;I-II, 3, 7). Wherefore the human soul derives its intellectual light from Him, according to Psalm 4:7, "The light of Thy countenance, O Lord, is signed upon us'" .
Much of this remains mysterious, unless we, like St. Columba, St. Hildegard, and many other saints have been favored with these gifts. Even so, let us rejoice in the gifts which God so liberally pours out upon His people, and say with the Psalmist, "The light of Thy countenance, O Lord, signed upon us." Amen.
 St. Adamnan, Life of St. Columba, Book I, Chap. 34
 Joseph L. Baird, The Personal Correspondence of Hildegard of Bingen. Oxford: Oxford University Pres, 2006, pp. 138-139
 St. Thomas Aquinas, Summa Theologica, I, Q. 79, art. 4