How did the slaves feel when they were free?

Probably mostly elated to begin with and then bewildered and confused. Change is always difficult for people and while you can take away the chains, you can't stop people creating new chains for themselves, forged of insecurity, fear of the future and social problems - which would have been immense for freed slaves. As a modern example, take a person who has worked for years in a job they've come to hate. Then they retire and frequently feel at a complete loose end, instead of the relief and freedom they anticipated.