In Ch. 11 Jonas receives his first memory. It is a memory of sledding down a hillside full of snow. When the Giver asks him, "How do you feel?" Jonas replies with, "Surprised." His feelings begin with surprise, and quickly turn into joy and eagerness to continue receiving memories.
As he and the Giver talk about the memory Jonas describes the memory as "such fun" and we are told that Jonas is "eager for whatever experience would come next." Clearly, this was a positive first session and Jonas is excited to continue receiving memories.
As for the Giver, he says just after sharing the memory:
"Whew. It was exhausting. But you know, even transmitting that tiny memory to you-I think it lightened me just a little."
This sharing tires him out, though, because the memory he shared was from so long ago. It took a lot of energy to bring forward. However, he seems happy that Jonas is so happy about the memory. Mainly, the Giver feels relief. He will be lightened in some way by the sharing of each memory.