I'm not sure about the context of this, but "innermost feelings" are your feelings that are most central/core to your being. "Innermost" is one word, by the way. You could say: "My innermost feelings are very private and I never tell people what they are." Hopefully that helps!

Your innermost feelings are your most secret and private, your most closely guarded feelings or most intimate feelings that you might share only with a lover, but not with a friend. "Innermost" is one word and means the deepest point inside of something.