Our sense of reality

I believe that our perception of reality is greatly influenced by our senses, however, they are not the only source of our knowledge. Through experiments, scientists have been able to prove that our brain constructs reality through perceptual illusions. By this what scientist mean is that the brain makes a guess (an informed one) in regards to the information being received and the way it is interprets it. 

An example of this is the way we interpret and make sense of colors. One would guess and/or assume that when looking at a cube that has different color patterns on it,  what we see is the actual color (i.e blue,green, red squares). However, this is not the case. What happens in actuality is that the brain just makes an interpretation between what the eye sees  (through the photo pigments found in the cones of the eye) and what the its interpretation from the different information being received. 

If we were to take the above information and analyze it from an empiricists point of view, then we would be able to argue that the brain just makes sense of our color perception based on our previous knowledge and/or exposure to colors before. But what about those facts that have been proven by science beyond reasonable doubt? 

Physics, like math, is an area that cannot be disputed in regards to its facts. But we cannot necessarily say that we experience physics through our senses. One example is the First Law of Thermodynamics.While there are several ways in which it can be explained, it can be safely summarized as follow:
    " Energy cannot be neither created nor destroyed, but it can change forms"
Energy is not something we can feel, we know what it is, we can explain it and how it works; but yet for all the knowledge we have in regards to it, no one can describe what energy feels like. The advancement in science have provide us with facts that defies an empiricist's claim that our senses are the only source of  knowledge. I would have to argue that they enhance our knowledge and help us put words to those things we wouldn't be able to otherwise, but in order to really make sense of our reality we need more.