A sensory receptor is a type of specialized cell that responds to a specific type of sense stimulation. Each type of sensory receptor is unique to the organ system it is associated with. For example, visual sensory receptors are different than touch and taste sensory receptors. The sensory receptors themselves are actually the nerve endings (or dendrites) of sensory neurons.
The sensory receptors then convert different forms of stimulation into electrical impulses that are then transmitted to the brain via the nervous system. The process through which the physical energy from environmental stimuli is converted into an electrical neural signal that can then be transmitted to the brain is known as transduction.
In order for information from the environment to be taken in by the sensory receptors, the stimulation must first be strong enough to actually be detected. For example, some sounds might not be processed because the stimulation is too low to generate a response.
Image: Blausen.com staff. "Blausen gallery 2014". Wikiversity Journal of Medicine. DOI:10.15347/wjm/2014.010. ISSN 20018762.