The vanilla mode line in Emacs does show some textual indication of your current evil state, e.g. <N> for Normal state, and <λ> for Symex state, and this kind of visual feedback is helpful, yet also subtle. If you’d like more pronounced visual feedback, you might try extensions such as powerline or telephone-line, which provide customizable color coded indicators for each evil state in the mode line. For example, for telephone-line, you could use the following config in the config section of the use-package declaration for telephone-line:
(defface telephone-line-evil-symex '((t (:background "SlateBlue3" :inherit telephone-line-evil))) "Face used in evil color-coded segments when in Symex state." :group 'telephone-line-evil)