In your body you have about 5 million touch receptors beneath the skin. Whenever you sense pain, touch, pressure of temperature, these receptors send electric signals to neurons, which then transmit the message through the spine and onwards to the brain.
The main job of these receptors is to protect the body. For example, if the receptors send a signal that you are in pain or too cold, the brain then responds with an appropriate reaction. This may be to curl in a ball away from the pain or to make your body start shivering in response to the temperature.