Each user experiences their own unique feelings when using steroids and coming off the drug. When someone chooses to stop using they can experience a variety of withdrawal symptoms linked to addiction. Symptoms can include mood swings, fatigue, restlessness, loss of appetite, insomnia, reduced sex drive, the desire to take more steroids, and depression. Evidence for steroid addiction is certainly not as strong as it is for other drugs like cocaine or heroin. Though it is clear that people develop a tolerance and dependence on them and willingly experience negative consequences when using steroids - both of which are signs for drug dependence.
The secretion of cortisol is mainly controlled by three inter-communicating regions of the body, the hypothalamus in the brain, the pituitary gland and the adrenal gland . This is called the hypothalamic–pituitary–adrenal axis. When cortisol levels in the blood are low, a group of cells in a region of the brain called the hypothalamus releases corticotrophin-releasing hormone , which causes the pituitary gland to secrete another hormone, adrenocorticotropic hormone , into the bloodstream. High levels of adrenocorticotropic hormone are detected in the adrenal glands and stimulate the secretion of cortisol, causing blood levels of cortisol to rise. As the cortisol levels rise, they start to block the release of corticotrophin-releasing hormone from the hypothalamus and adrenocorticotropic hormone from the pituitary. As a result the adrenocorticotropic hormone levels start to drop, which then leads to a drop in cortisol levels. This is called a negative feedback loop.
Sex hormone-binding globulin (SHBG) is thought to mainly function as a transporter and reservoir for the estradiol and testosterone sex hormones. However it has also been demonstrated that SHBG can bind to a cell surface receptor (SHBG-R). The SHBG-R has not been completely characterized. A subset of steroids are able to bind to the SHBG/SHBG-R complex resulting in an activation of adenylyl cyclase and synthesis of the cAMP second messenger.  Hence the SHBG/SHBG-R complex appears to act as a transmembrane steroid receptor that is capable of transmitting signals to the interior of cells.