The adjective sensory describes something relating to sensation — something that you feel with your physical senses. You had a painful sensory experience due to the electrical shock you got after unwisely sticking the knife into the toaster.
Sensory comes from the Latin word sentire, meaning "to perceive, feel." Sampling your mom's blueberry pie is a sensory experience — you can smell it, you can taste it, and the crust has a really good texture. You may get sensory overload when you're in New York City because there's so much for your senses to take in. Sensory can also describe a nerve fiber, such as a sensory neuron, that carries impulses to the nerve centers in your body.