What the heck does this mean? What's the difference between "directly experience" and "perceive via the senses"?
Or how about thought itself? When you talk to yourself, who is "speaking"? Who is "hearing"? With what "ear" do you hear yourself think?
Imagine you have been given a powerful anesthetic that has left your entire body perfectly numb. You are then masked, equipped with a breathing tube, and placed in a sensory-deprivation tank, floating perfectly still in the darkness, masked and numb yet fully conscious as you lie suspended in body temperature salt water.
You cannot see, hear, feel, touch, taste, smell, or otherwise perceive anything with your senses -- yet you remain conscious, aware, and awake. Now, ask yourself: what can I know for certain while I am in this condition?
Those things which can be known for certain without recourse to the senses constitute that which is known by direct experience. As you float there in the tank, you can know certainly that you exist -- yet you know this by direct experience, not from your senses. You do not "feel" yourself existing, nor do you touch, taste, or smell your own existence; you simply ARE. You experience your existence directly. You do not "sense" yourself; you ARE yourself. Cogito, ergo sum.