Connecting hardware to your Raspberry Pi is one of the biggest benefits of the $35 mini Linux computer chip. There are a lot of third party companies that make raspberry pi sensors and other external devices that can be paired with the Raspberry Pi to complete your next project.
To connect sensors to your Raspberry Pi you will need to utilize the GPIO (general purpose inpout/output) on the board. These are the upward facing pins next to the video socket on the Raspberry Pi Model B. These pins allow other devices to connect with the Pi physically and allows software to control, manipulate, and report information to your Pi.