Your brain has to process all of the sensory signaling coming through your body before you feel anything. Feelings therefore are not a direct representation of experience, but as Anil Seth says, a best guess by your brain of what is happening, a best guess motivated by your own survival.
When I write that what you say can have an influence on what my hands feel, I’m really referring to the ability of attention to influence signal processing, but there are other ways to influence the feeling of touch, such as cognitive influence (that is telling people what they will feel); it might seem odd at first, but visual, auditory, and olfactory cues can also modify the sense of touch.
Metzger, A., Mueller, S., Fiehler, K., & Drewing, K. (2018). Top-down modulation of shape and roughness discrimination in active touch by covert attention. Attention, Perception, & Psychophysics. doi:10.3758/s13414-018-1625-5
McCabe, C., Rolls, E. T., Bilderbeck, A., & McGlone, F. (2008). Cognitive influences on the affective representation of touch and the sight of touch in the human brain. Social Cognitive and Affective Neuroscience, 3(2), 97–108. doi:10.1093/scan/nsn005
Spence, C. (2008). Making Sense of Touch: A Multisensory Approach To The Perception Of Objects. In Ed. Pye, E. The Power of Touch: Handling Objects in Museum and Heritage Context. University College London Institute of Archaeology Publications. Left Coast Press: Walnut Creek, US.
Ghazanfar, A., & Schroeder, C. (2006). Is neocortex essentially multisensory? Trends in Cognitive Sciences, 10(6), 278–285. doi:10.1016/j.tics.2006.04.008
Stein, B. E., & Stanford, T. R. (2008). Multisensory integration: current issues from the perspective of the single neuron. Nature Reviews Neuroscience, 9(4), 255–266. doi:10.1038/nrn2331