You touch and feel things with your skin.
Your skin has three layers. The upper layer is the epidermis, and the middle layer is the dermis.

The dermis has nerve endings to sense how things feel. The bottom, fatty layer protects the body from bumps.
When you touch something, nerve endings send signas along the nerves to your brain. eg. If you touch ice the message that goes to your brain is that it is cold.
Touching is important as it helps you keep yourself safe. If you stand on a prickle the message travels up your leg to your brain telling you to move off the prickle. Or if a cup of tea is nearby, just by touching you can tell if its hot.