The Atlantic recently published an interesting article regarding the difference in "efficiency" between languages. The basic idea is that some languages, such as Mandarin Chinese, are very efficient in conveying information and possess linguistic shortcuts such as eliminating gender and tenses and collapsing "he" and "she" into a single pronoun, whereas other languages like German are quite verbose and precise, having different articles (i.e., "the") for different gendered nouns along with plentiful verb conjugations.
They also touch very briefly on the idea of directional complements, which I've always found to be a fascinating difference between English and the Asian languages I've studied. Basically, directional complements are words attached to verbs that show the direction of movement of the actors. This sounds like an obvious thing, but it's actually a common pain point for English speakers learning Asian languages and vice versa. English also has directional complements, except we're maddeningly inconsistent with how we use them. For example, the verbs "to come" and "to go" have very clear intentions, yet we flip them around in a way that confuses the heck out of Asians. For instance, I can say, "I'll come home at 10pm", which means I'll go from where I currently am to home by 10pm, but what I really mean is "I'll go home at 10pm." Similarly, once I'm home, I can say, "I went home at 9:30", which is technically correct from the perspective of your past self (at 9:30, I began the process of "going" home from wherever I was), but from the perspective of your current self, you came home (more accurately, started coming home) at 9:30.
In Korean (and Chinese, for that matter), the verbs "to come" and "to go" are always relevant to your present location. If I'm at the office, I'm not going to "come home", I'm going to "go home". (Of course, every language has exceptions, and Korean has the strange and glaring exception of saying "거의 다 왔어요", which literally means "I've almost come all the way (there)", and is given from the perspective of your imminent future self rather than your present self. Language....) Furthermore, if you're "returning", you "(go and) return to" (돌아가다) if you returned to a place that you're no longer at (e.g., "언제 샌프란시스코에 돌아갔어?": When did you return to San Francisco? means I was originally in San Francisco, then I went somewhere else, then I went back to San Francisco, but now I'm somewhere else again), but you "return (and come back) to" (돌아오다) if you returned to a place that you're still at (e.g., "언제 한국에 돌아왔어?": When did you return to Korea? means I was in Korea, then I went somewhere else, then I came back to Korea, where I still am). It's a seemingly subtle distinction, but it makes all the difference for sounding natural. And if I started at place A, went somewhere else, and then came back to place A, there's actually a beautifully unambiguous grammatical form for just that: 갔다왔다. E.g., 일본에 갔다왔어 - I went to Japan (and then I came back). In English, I'd say, "I went to Japan", and leave it up to the listener to decide if that means I went and I'm still there (in Korean, "일본에 와 있어" - I came to Japan (and I'm still here)), or I went for a bit and then came back.
"Up" and "down" are also used along with "come" and "go" in a consistent and disambiguating way in Korean and Chinese, which is quite nice when you think about it, but again, confuses a lot of foreign learners. If I'm on the ground floor and my friend is in her apartment on the tenth floor, I'll tell her to "내려와" (Literally, "Come from a higher place down to a lower place", or "Come down"), and she'll say, "내려갈게" (Literally, "I will go from a higher place down to a lower place", or "I'm going down"). Yet the American on the tenth floor who says, "I'm coming right down" is again using the reverse of the proper direction from her present self's situation.
Anyway, the article in The Atlantic goes on to ask the question that neuroscientists and linguists have been asking for centuries - does language affect the way we perceive the world? This is the whole "Eskimos have a bazillion different words for snow [so clearly their perception of snow is fundamentally different than ours]" argument, and I'm glad that the author brushes off the differences in perception as being "true to a faint, flickering degree [that] a psychologist can detect in the artifice of experimental conditions." While I do think that language and perception are intimately linked, it often feels like experimental results in this area are grossly tinged with ethnocentrism. Scientists who speak a certain language (and let's be honest, it's typically Western scientists speaking English) love to make broad generalizations about foreigners who speak languages they don't quite understand. Eskimos do have a lot of different single word adjectives for snow, but does that mean they have a fundamentally different experience perceiving snow, or is it just that they happen to live in the snow? Chinese doesn't distinguish between "he" and "she" as a spoken pronoun, but does that mean Chinese people don't perceive them differently? The answer is obviously not - in fact, while the sound of the words might be the same, the characters for "he" and "she" (and even animals or "it") are different, and thus different sets of neurons are firing for each one.
So, is there any way to know what it's like to think and perceive the world in a foreign language? Well, actually there is, and it's pretty simple: just go ahead and learn that language, and then examine your own thoughts and perceptions while speaking it. Come on, waiting on you. ;)