The compound THC in Marijuana activates the cannabinoid receptors in your body (and head) and indirectly releases dopamine.
To me smoking weed feels good because when I'm high I notice slight shift of perception. Suddenly my senses feel expanded and bask in my surroundings. It doesn't matter what I may be doing at the time, whether it be music, work, reading, or simply watching a movie or show, I perceive the changes to my senses. I'm allowed to experience a heightened sense of being and this is why it feels good.