We have lungs,kidneys, stomach etc.But why we can not feel them consciously?
We do feel some sensations in the internal organs; it depends on the distribution of the sensory receptors in them.
Receptors for touch are in the skin, outer ear canal and eardrum, cornea, nasal cavity, mouth, throat and upper third of the esophagus, trachea and bronchi, vagina and anal canal, but not in other internal organs. For example, you can feel the inhaled foreign object in the bronchi (cough reflex), but you do not usually feel the movement of the food through the gut.
On the other hand, you can feel the distension of the urinary bladder or rectum. Distension of other hollow organs may be perceived as pain rather than just distension.
Pain receptors (nociceptors) are in the skin, surfaces of the joints, joint capsules, synovial membranes and ligaments, tendons, blood vessels, periosteum, endosteum; other organs, such as the gut and muscles, have fewer pain receptors (Health24.com, McGill University).
Within the skull, pain receptors are in the pia and dura matter and their feeding vessels, and small cerebral vessels but not in the brain parenchyma (PubMed, McGill University). This explains why brain tumors cause pain only when they invade blood vessels or other pain-sensitive structures or when they result in increased intracranial pressure (Hopkins Medicine).
In the hollow organs (esophagus, stomach, intestine, gallbladder and bile ducts, bladder, ureter, urethra, uterus) pain can be due to their distension (ScienceDirect). This is why a stone in an ureter can cause pain (Clinical Methods, NCBI).
In the muscular organs (the skeletal muscles, heart, stomach, uterus, intestine) pain can be due to ischemia (WebMD).
In the parenchimal organs (liver, spleen, lungs, pancreas, kidneys), the pain does not arise from the parenchyma, but from the blood vessels in them or from the distension, inflammation or injury of their capsules or membranes (Scielo.br). This is why cirrhosis with a shrunk liver usually doesn't hurt, but hepatitis with swollen liver (and hence distended capsule) does (MedicineNet).