The physical mechanism for this "feedback" of loading from the secondary to the primary is via the "back EMF" that is generated by the secondary current flowing in the secondary coil. Transformer action is basically like this (although it occurs more simulatneously than the following words will make it seem like)...
The primary voltage source (the AC Mains in your example) impresses an AC voltage across the primary coil. If the secondary coil is not connected to any load, then the AC current flowing in the primary is the result of the AC voltage across the inductance (and parasitic resistance) of the primary coil alone. The AC voltage is generating an AC primary current, which generates an AC magnetic field in the magnetic material that the primary coil is wrapped around (the core). The higher the inductance of the primary, the lower the primary current, given a constant AC source voltage.
But when a load is connected to the secondary coil, things change. The AC magnetic flux in the core induces an AC voltage in the secondary coil, which causes a secondary AC current to flow through the secondary load. But that secondary current flowing in the secondary coil generates a magnetic back-flux that opposes the forward flux coming from the primary coil. This generates a "back EMF" or reverse voltage at the primary coil, which is what causes a larger current to flow from the AC source to still support the full AC source voltage. It is this reverse magnetic flux from the secondary to the primary coil that provides the "feedback" mechanism that varies with how heavy the load is. The heavier the load, the more secondary current, so the more back magnetic flux in the core cancelling the forward flux from the primary coil, so the more current required to flow in the primary coil in order to stabilize everything with the primary and secondary voltages and currents obeying the simple transformer equations.
Hope that helps. Things get more complicated when you include real parasitics of transformers (losses, leakage inductance, series resistance, etc.), but the above is the basics of transformer action. Check out this wikipedia.org page for more details and some drawings:
http://en.wikipedia.org/wiki/Transformer