How does Lily feel throughout The Secret Life of Bees?
The obvious answer to this question is that Lily feels a number of different emotions during the course of the book, related to both the events that happen to her and her own personal development and changes. You might need to be a tiny bit more specific. Is there a particular part of the book you are referring to?
Otherwise, you might find it helpful to focus on the key transition points in this novel. For example, the anger that Lily feels at the beginning of the book which causes her to leave her father with Rosaleen is a good section to look at, as is the part when Lily has her chat with August concerning her mother. For example, Chapter 12 is a key chapter because we see a shift in Lily's emotions. Beforehand she is consumed with self-hate and feels that she is completely unlovable because of her guilt at having murdered her mother. Consider how she describes herself to August, saying she is "unlovable." However, what August says to her manages to change her belief about herself:
But you're not unlovable. Even if you did accidentally kill her, you are still the most dear, most lovable girl I know. Why, Rosaleen loves you. May loved you. It doesn't take a wizard to see Zach loves you. And every one of the Daughters loves you. And June, despite her ways, loves you, too.
What August tells Lily, both concerning how she is loved and the truth about her mother, changes Lily emotionally. She moves from hating herself to hating her mother. Key transition points in the novel are very important to discover to trace the changes in emotions that Lily experiences, and there are several such moments in the novel.