The daily life of a disembodied consciousness might sound boring. Like being in Prison. Shinja was a being of pure thought, and never had a body. He lived in a space that stretched well past the confines of Shin's head, though he hadn't told Shin yet.
"Shin is the sensitive type, I don't want to overwhelm him with the universe inside his mind." That's what it felt like to Shinja, a wild, infinite space that was all his to explore. And he could feel it expanding. He wasn't trapped in Shin's consciousness. If anything, Shin's consciousness, his ego, was like a lighthouse on an island in a vast ocean. It let Shinja find his way back to Shin no matter where he explored.