John Maeda (President of RISD) would likely answer that question by saying "a banana". He often talks about how hard it is to describe design and I agree with him.

On the other hand I think one of the biggest obstacles to using design thinking as an effective problem solving approach is anticipating what it feels like. We are not used to wondering about how processes feel. I think we assume they all feel the same and in conventional business that is probably true. They are mostly analytical, rational, formal and convergent. Analytical in that we break problems up to study them. Rational in that we take an ordered approach. Formal in that we can describe the approach and replicate it easily and convergent in that we start with available choices and work toward a single best solution. We have been experiencing processes like this ever since studying math or science at school.

Design thinking is different and therefore it feels different.

Firstly it is not only convergent. It is a series of divergent and convergent steps. During divergence we are creating choices and during convergence we are making choices. For people who are looking to have a good sense of the answer, or at least a previous example of one, before they start divergence is frustrating. It almost feels like you are going backwards and getting further away from the answer but this is the essence of creativity. Divergence needs to feel optimistic, exploratory and experimental but it often feels foggy to people who are more used to operating on a plan. Divergence has to be supported by the culture.

The second difference is that design thinking relies on an interplay between analysis and synthesis, breaking problems apart and putting ideas together. Synthesis is hard because we are trying to put things together which are often in tension. Less expensive, higher quality for instance. This is where Roger Martin's idea of integrative thinking is important. Check out his book The Opposable Mind if you haven't already seen it.

Designers have evolved visual ways to synthesize ideas and this is another one of the obstacles for those new to design thinking; a discomfort with visual thinking. A sketch of a new product is a piece of synthesis. So is a scenario that tells a story about an experience. A framework is a tool for synthesis and design thinkers create visual frameworks that in themselves describe spaces for further creative thinking.

I have always felt that the uncertainty of divergence and the integrative head-hurting complexity of synthesis are the unique characteristics of design thinking and they are also the things that make it really challenging.

The pay-off  is that feeling of flow that comes when ideas come together and take form. Is this when convergence is happening?