When you play an instrument...
I remember last year while still in high school, even when depression was at it's downright worst (including suicidal ideation, just to show the extremity), I always looked forward to one thing: Jazz band music practice. It was so freaking early in the morning, had to wake up at 5:30. Yet, just showing up there was an amazing feeling. Depression? What depression? It just vanished in that 45-minute time period called "practice", surrounded by all the other musicians in the room, despite being so early (I probably looked half-asleep as did the others), it was pretty much... euphoric being there. Freakin' music flowing everywhere.
Then... leaving the room after practice to go to school to start the day, was like coming down from a euphoric drug. Awful crap. But anything with music, yeah, would be like that. On Sundays I would play in the church youth group band and it was pretty similar.
Played guitar in the jazz band, bass in the church youth group band. I always had mediocre equipment, so it's not quite worth asking what I used.
One difference, though, last year, I didn't know enough to improvise well. Now I'm in another ensemble with more foreign pop music, but I have more opportunities to improvise and it just comes naturally, now. After practicing sight-reading, playing by ear, and music theory of keys, scales, and chords, and all that stuff, I might say I know my stuff. Although no one's perfect, lol.
I also get the same feeling sometimes when I'm listening to a really good song.
Same thing happens to me--I used to try and explain the feeling by saying it was like, "momentarily living in a song". It's like nothing else--the world around me disappears.