Once these sensory neurons have captured a signal, what is the result?
A detected stimulus gives rise to a change in the membrane potential of the receptor cell. This change is called the receptor potential. These voltage changes are always graded, meaning that the strength of the depolarization directly correlates with the strength of the stimulus. If the depolarization is sufficiently large, an action potential will be generated (either in that cell or in the first in line that is able, for reasons discussed above). The farther past threshold the cell is depolarized, the higher the frequency of action potentials that will fire as a result. If the signal falls short of threshold, then no further signaling will occur, and you (the brain) will never know about the stimulus.