Close your eyes. Raise one hand above your head and swing it around carelessly. Without opening your eyes, touch your nose then return your hand to its original position. The reason for your ability to do this are the proprioceptors in your arm.
Proprioceptors are nerves found in the joints, tendons and muscules that correspond with the brain to give a person an unconscious sense of where his/her body parts are. Proprioceptors are responsible for the lesser known sixth sense, the kinesthetic sense, allowing you to comprehend that your fingers are on the keyboard and that they are typing, or that your left foot is on the floor, and your right foot is swinging back and forth in the air.
There are cases of people who, for whatever reason(stroke, brain damage, etc.) have lost their kinesthetic sense. These people must look at their hands, feet, legs, etc. in order to control said body part according to their will. Their bodies also move and do things of their own accord without the person's mental awareness.
Suggested Reading:The Man Who Mistook His Wife For a Hat by Oliver Sacks