Experience in the sadhana is bound to begin with the mental plane,—all that is necessary is that the experience should be sound and genuine. The pressure of understanding and will in the mind and the Godward emotional urge in the heart are the two first agents of Yoga, and peace, purity and calm (with a lulling of the lower unrest) are precisely the first basis that has to be laid; to get that is much more important in the beginning than to get a glimpse of the supraphysical worlds or to have visions, voices and powers. Purification and calm are the first needs in the Yoga. One may have a great wealth of experiences of that kind (worlds, visions, voices etc.) without them, but these experiences occurring in an unpurified and troubled consciousness are usually full of disorder and mixture.
At first the peace and calm are not continuous, they come and go, and it usually takes a long time to get them settled in the nature. It is better therefore to avoid impatience and to go on steadily with what is being done. If you wish to have something beyond the peace and calm, let it be the full opening of the inner being and the consciousness of the Divine Power working in you. Aspire for that sincerely and with a great intensity but without impatience and it will come.
Ref : Letters on Yoga (Vol. III)