Hi Iulian Doroftei and welcome to the DhO.
Further to DW's point about the excited mind eventually relaxing with practice when this occurs...
Iulian Doroftei:
There are several day since I've been experiencing a short period of something different towards the ends of my sessions. There is a sudden shift in my state, something more physical than mental. I feel my hands heavy and hot, no more sitting discomfort, things are getting slightly brighter (including my state of mind if I can say so), the heat spreads in my chest and then in all body and I feel I could freeze in that state for long periods of time if I could maintain it somehow. The feeling is pleasurable and unlike anything I've felt (even on psychedelics).
First, you did not have to do anything to make this happen: "There is a sudden shift in my state (...)." That's how natural, release-style jhana training unfolds: one actively practices the first jhana ~ bringing the mind
gently-friendly-consistently back to the object ~ and the mind will just produce the jhanas.
Relax and know it's okay if tension arises, if thoughts seem unremitting (not that you need this suggestion, Iulian. I'm adding that general, well-known guidance since this is a jhana thread).
And, for me, this experience that you described is some of
the sukkha aspect of jhana. When third jhana occurs, what you've described is for me suffusive, there's just that still state with deep ease-comfort-mild-unexcited pleasure.
Good luck and thank you for your practice.
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To anyone new to jhana and reading here, the purpose of jhana practice is therapy to tame what are called the five hindrances of mind, to learn one's own mind's habits and mental stabilization develops in the process. The jhanas can become hindrances if they are clung to, and it is natural to cling to them because, as Iulian described, there is pleasure in the jhanas. This clinging may grow and become like the excited "oh wow" mind DW described, and the yearning prevents the jhana.