Gathering Data through all the Senses is about paying attention, about making the effort to find out the information that is required in a situation, and to gather that information in as many different ways as possible.
We know that many people learn and understand best through engage different senses. Some people are highly visual, others auditory or kinestic and this is all related to the Habit of Gathering Data Through All Senses.
But more than trying to match ones perfered learning style we also know that we remember and understand information better when we engage more senses. Perhaps counter intuitively it is easier to remember something when we have 3 or 4 pieces of informaiton about it, gathered through different senses, than when we have just one piece of information. After all shouldn't one thing be easier to remember than 4? But our minds make sense of these multimodal paths and give us access to that piece of knowledge through each of the senses, not just one, so it is easier to access overall.
When gathering data through all sense we are not simply refering to our "normal" 5 senses. We are also making reference to gathering data in as many ways as possible. We should gather pictoria, as well as numerical data, qualitative as well as quantitative data. Successful people are good at ensuring that they gather a full and rich representation of a situation by gathering as many sources of data as possible.