I have passed trough my kitchen table which is front of a window couple of times. I just merge into it and walk straight like Silver Surfer, same happens with windows as i fly pass them.
Two times i have gone trought solid objects and the result is always the same= Blackness behind roof or ground as example. Its simply nothing and as i fell down the ground once i could see the dream getting farther and farther away from me like in a video game or something. Personally i would not suggest you to close your eyes when passing trough solid objects, but maybe it works for some people to change scenery.