Sense data are supposed representation of real objects in the world outside the mind, about whose existence and properties we often can be mistaken.
According to the theory, sense data objects appear to us exactly as they are. For example, when we turn a coin it appears to us as elliptical. This appearance is not identical with the coin, since the coin is perfectly round. Therefore it is sense data, which somehow represents the round coin to us.
Another example is the reflection which appears to us in a mirror. There is nothing corresponding to the reflection in the world external to the mind, for our reflection appears to us as the image of a human being apparently located inside a wall or a wardrobe. The appearance is therefore a mental object, a sense data object.
From a subjective experience of perceiving something, it is theoretically impossible to distinguish something which exists independently of oneself from an hallucination or mirage. Thus, we do not have any direct access to the outside world that allows us to distinguish it from an illusion based on identical sense data.