All belief of matter of fact or real existence is derived merely from some object, present to the memory or senses, and a customary conjunction between that and some other object.
 David Hume, An Enquiry Concerning Human Understanding (1748). copy citation

Context

“But as you cannot proceed after this manner, in infinitum, you must at last terminate in some fact, which is present to your memory or senses; or must allow that your belief is entirely without foundation.
38. What, then, is the conclusion of the whole matter? A simple one; though, it must be confessed, pretty remote from the common theories of philosophy. All belief of matter of fact or real existence is derived merely from some object, present to the memory or senses, and a customary conjunction between that and some other object. Or in other words; having found, in many instances, that any two kinds of objects—flame and heat, snow and cold—have always been conjoined together; if flame or snow be presented anew to the senses, the mind is carried by custom to expect heat or cold, and to believe that such a quality does exist, and will discover itself upon a nearer approach.” source