The Creature Inside by Jack Sharkey

There had been no sensation at all as Jerry stepped through the flat sheet of grayness in the doorway; no more physical awareness than a blind man might feel when passing through the beam of a powerful light. Perhaps there was a slight sensation of the mere presence of the energies that kept the opacity in existence -- but that sensation, Jerry knew, was psychological, not actual.

"Although," he realized, as his world became an infinity of opalescent gray, "in this place, a psychological awareness will be no different from a genuine physical sensation. Better be careful what I think about in this psychokinetic fog."