What is the casual body? How it does it appear? Does it appear in the shape of a body? In deep sleep there is no feeling of "I", so in which body does this feeling of "I" arise? In the astral or casual body?
The causal body, our most subtle body, is made of 35 thoughts, or ideas, according to Yogananda. It is the “matrix” of the astral and physical body, so yes, it appears like a body, just in a very subtle form. There is even a causal spine and brain. It is made, in Yogananda’s words, of “thought-trons” (like electrons, but made of thought).
Sri Yukteswar explains in the Autobiography of a Yogi: “In thirty-five thought categories of the causal body, God elaborated all the complexities of man’s nineteen astral and sixteen physical counterparts. By condensation of vibratory forces, first subtle, then gross, He produced man’s astral body and finally his physical form.”
The sense of “I” (ego-awareness”) arises already in the causal body. It is actually one of its 35 elements, called ahamkara. So there is still identification, which causes pain, as you can read in Yogananda’s Autobiography of a Yogi.
He writes: “Wherever the soul is encased in the physical body or in the astral body or in the causal body, there the eagles of desires–which prey on human sense weaknesses, or on astral and causal attachments–will also gather to keep the soul a prisoner.”
Only when the ego (meaning identification with one of the three bodies) completely disappears, is the soul free.
All the best on your inner journey,