“I create this sacred space that it be between the worlds.”
There is a reason for this phrasing when casting a circle. When you cast a circle, you no longer are in this world entirely - nor are you in the astral world entirely. You are in between the two. It's a wonderful concept: carving out a bit of space to perform your ritual between the existence that you know and the next.
When you are inside the circle you are in sacred space. Some people say that they are able to see the walls of the circle and beyond to the misty, ethereal world beyond.
Others simply sense the change in the space as the circle is formed without seeing any difference. As you develop your abilities to visualize, concentrate and open your senses as you come to a place where soon the difference will be apparent to you.
Even if you never see or feel the change, know that there is a difference. The circle is real, the walls are there, and you are concentrating the power within them until you release it as a fully formed energy form into the universe.