I'd add that there is debate as to whether or not you are aware of your senses while in jhana. Can you hear anything when you enter a jhana?
Ajahm Brahm is adamant that if you can hear or sense anything then it isn't jhana. There is no exception to this. There is bliss while in jhana, but there is no sensory input. He bases his claim on personal experience and sutta citation.
However, there are abhidhamma treatises and teachers that state otherwise.
For me, what has happened, only three times while doing breath awareness meditation, is that at some point concentration is improved and I find that I can follow the breath properly for a few complete breaths, then there are a strange shift in the mind, I saw a blink of light, the heart beat strongly, I get warm and start to sweat on the underarms and in the palms. Right after that bliss arises and waves through the body. When this happen I start to laugh and cry in a mixture.
Now I find that when I come to the point right before arising of bliss, I get so excited that I loose concentration completely.
I don't know if what I experienced was the first jhana, but would very much have liked to know if it was so, and also how to go on without being distracted by the expectation of blissful experiences.
Best to reflect on this experience as being impermanent, nothing so monumental.
This will help you to just be calm in the face of it.
Once you get these experiences, but they don't shake you at all, then there is the possibility of developing depth in them, and deeper states.
By saying "reflect on them as impermanent", I do NOT mean to say that they are useless and shouldn't be cultivated. Just that you need to have some equanimity towards them.