Formal research into how our brains interpret the physical world goes back over a hundred years. In 1891, a French physician by the name Augustin Charpentier conducted early experiments in psychophysics that are still the subject of continued scientific research.
Charpentier gave his subjects two spheres. These were different sizes but the same exact weight. When his subjects lifted these spheres in their palms (presumably eyes closed), they thought that the larger sphere weighed less. If they raised the spheres with hooks on their fingertips, again, eyes closed, they felt that both the spheres weighed the same, as they should.
At this point, you might think that this had something to do with the distribution of weight. But when Charpentier tried the experiment again and had the subjects lift the spheres with the hook and their fingers with eyes open, they perceived the larger sphere to be lighter.
This seeming illusion came to be known as the size-weight illusion. But how could it be? Did it have something to do with seeing the objects that skewed people's perception of weight? Charpentier's findings have been repeatedly looked at over the last century.
Over a hundred years after Charpentier's original study, R.R. Ellis and S.J. Lederman of Queen's University at Kingston took another fascinating look at the size-weight illusion. After a barrage of experiments to rule out the effects of the visual system, including experiments with subjects who had been born blind, Ellis and Lederman learned that the size-weight illusion seemed result from an entirely haptic perceptual process. If the illusion had been the result of visual cues, then the blind subjects wouldn't have experienced the size-weight illusion. But they did.
As did subjects who were blindfolded. Large objects, whether you are blind or not, feel lighter than smaller objects of the same weight.
You can try an at home experiment yourself. Grab three empty matchboxes. Put a heavy weight in one of the matchboxes. Lift it and feel the heft. Then put the weighted matchbox on top of the two empty matchboxes. Raise them together.
Which feels heavier?