In our over-connected world, a lot of systems don't even have sensors. We, humans, own a bunch of biological sensors directly in and over our body. We are able to feel temperature with our skin, light with our eyes, chemical components with both our nose and mouth, and air movement with ears. From a characteristic of our world, we are able to sense, integrate this feeling, and eventually to react.
If I go a bit further, I can remember a definition for senses from my early physiological courses at university (you remember, I was a biologist in one of my previous lives):
This basic physiological model is a nice way to understand how we can work with an Arduino board to make it sense the world.
Indeed, it introduces three elements we need:
A capacity
Some data
A perception