A sense object in this context is any object as perceived by our senses, not objectively ( if anything like that exists at all!) as it's but as something which might be painful or pleasing.
For example: Red color might have indefinite number of definitions. Scientific definition would suggest about highest wavelength. A red color as a sense object might suggest danger or vitality or aggression depending on the context.
The world around us ( subjective world) is made up of sense objects, i. e. we see it the way we see because it comes to us via the filters of our senses, therefore what we see are not 'objective objects' but rather 'sense objects'.