It seems you want to focus specifically on conjugacy classes. Let us start with two important and telling examples.
If $G=S_n$ is the symmetric group on $n$ elements, then for any $\sigma,\tau\in G$, $\sigma\tau\sigma^{-1}$ can be described as "the same as $\tau$, but with elements relabeled according to $\sigma$". For instance, if $\sigma$ is the permutation $(1\, 2)$, and $\tau=(134)(25)$, then $\sigma\tau\sigma^{-1}=(234)(15)$ (I rewrote $\tau$, but switched $1$ and $2$, which is what $\sigma$ does). Following this, you can see that two permutation are conjugate if and only if they are "the same up to some reordering on the elements". This shows why this relation makes a lot of sense: maybe you start with an actual permutation of concrete objects, then you assign an arbitrary number to each object, and this gives you a permutation in $S_n$; but you could have assigned different numbers, and you would have gotten any permutation conjugate to the initial one.
If $G=GL_n(K)$ is the group of invertible matrices over some field $K$, then for any $A,B\in G$, $ABA^{-1}$ can be described as "the same as $B$, but after the change of basis given by $A$". This gives the same kind of situation as for symmetric groups: two elements are in the same conjugacy class if they are the same up to a change of basis. Maybe you started with some non-singular linear map $V\to V$, and then chose a basis of $V$ to get an element of $GL_n(K)$; if you had chosen a different basis, you would have gotten any matrix in the same conjugacy class.
In general, a reasonable viewpoint is that elements in the same conjugacy class should be considered "the same from the point of view of $G$ itself". Although they are not literally equal, they must have the same algebraic properties. For instance, a very basic property of an element of a group is its order: the smallest integer $n$ such that $g^n=1$ (when it exists). In general, elements in a group can have very different orders, but elements in the same conjugacy class have the same order.
There is a little subtlety which is a little difficult to explain to someone with little experience in group theory: the difference between elements which are in the same conjugacy class (so they are the same up to an inner automorphism), and elements which are the same up to an arbitrary automorphism. I will try to give a somewhat convincing argument that conjugacy classes are really the correct ones in general (the difference does not come up for $GL_n$ and for $S_n$, except when $n=6$ for some weird reason).
Suppose $G$ is the group of symmetries of some structure $X$ (vector space, set, ring, topological space, whatever you want). Suppose you have another structure $Y$ of the same kind, and you know that actually they have the same structure (they are isomorphic). You may then choose some identification $f:X\to Y$ preserving the structure, and use $f$ to identify $G$ with the symmetry group of $Y$. So any symmetry (automorphism) $\sigma$ of $X$ corresponds to some symmetry of $Y$. But this depends on the choice of $f$! And if you chose a different $f$, then $\sigma$ will correspond to a different symmetry of $Y$ but... in the same conjugacy class.
So if you interpret $G$ as the symmetries of some object $X$, then conjugate elements are the same up to a change of point of view on $X$ (the two examples I gave at the beginning should make that statement clearer, I hope).