--when there is nothing actually there is actually fairly common among peripheral neuropathy sufferers, and also not unknown among those who have central nervous system disorders such as multiple sclerosis and central pain syndrome (post-stroke syndrome).

In fact, since these phantom sensations can feel exactly the same arising from central nervous versus peripheral nervous system conditions, it's often a long hard slog finding a cause if one doesn't know it already. And there are conditions such as heavy metal toxicity and B12 deficiency that damage both systems.

Often, people report that this phantom sensation situation precedes greater numbness in time, but this is not invariable. Many have feelings of water running down the skin, tingles, electrical type shocks, burning, etc.; in peripheral neuropathy patients this usually means some sort of active damage is being done to the nerves--though there are instances in which it represents healing nerve tracts actually waking up, though this is not usually distinguishable except in long term retrospect (another reason a lot of us like to keep symptom diaries). Numbness is usually a more likely indication of nerve death/complete compromise, though that is not to say that numb areas can't wake back up when nerves regrow, either. Truly, the symptoms of neural damage can be enormously varied (plenty of people have both "positive"--erroneous additional sensations--and "negative"--sensation lacking--symptoms in basically the same areas at the same time).