[The feather he's about to pick up belongs to Connie, hovering nearby. When Ciel touches that feather, he'll be hit with a large wave of loneliness, an isolation born from having no friends, not feeling close to her parents, and having no one to talk to. It's a large feeling, built up over years of feeling alone - loneliness, hopelessness, and isolation]
[Connie gasps a little when Ciel receives those feelings, since it means that the memory of those emotions are returning to her, and she's looking around wildly, shocked that such a thing could have happened like that - not used to this place at all by any measure]