What was life like for African Americans who actually went back to Africa at the suggestion of Marcus Garvey and others?

Most African-Americans who did go back to Africa went to Liberia (or what would become Liberia).

Many of them died on the way there. Of those who made it to shore, many of them died due to disease, starvation, or warfare with the native peoples.

Those who survived all of that became the new oligarchs of Liberia, the top dogs of the country who owned the land, international trade, and for some time even barred natives from living in Monrovia -the capital and most developed part of the country.

It's a very similar story to settler colonialism elsewhere.
Liberia was a great place to be if you were an African-American or Afro-Caribbean in the early to mid 20th century (after the wars stopped and disease was less of an issue).

You could run the show. You lived without fear. You could do any sort of work you wanted, be anything. Monrovia was decently developed and could provide a decent quality of life. Sure, this quality of life was built on the backs of millions of oppressed African natives but hey…

In terms of agency and quality of life, the average Americo-Liberian almost certainly had it much better than the average African-American still in the states during the early to mid 20th century. Keeping in mind that during this time the overwhelming majority of African-Americans were working as sharecroppers and living in shacks, tied to the land and subject to White supremacist terror and oppression.

The Civil Rights Movement in the 1960s, and then the 1980 coup that overthrew the Americo-Liberians, changed these dynamics of course.

EDIT: As for Marcus Garvey specifically, his plans actually failed. He wanted to buy up HUGE tracts of land in Liberia and settle African-Americans en masse, with the goal of making Liberia a beachhead for the conquest of Africa (a “Black Empire" in his terms). Liberia shockingly agreed to this plan and then reneged on it shortly after. Why they reniged is still disputed -I've heard everything from a fear of losing power to the newcomers, to pressure to kill the deal by the USA and Britain. After that, his Back-to-Africa plans were sunk and never gained the same prominence.