The limits of direct knowledge

I think therefore I know that I exist.
I know that I like oranges.

Clearly there is such a thing as direct knowledge.

What if somebody told you that they knew that they were in psychic contact with an alien, a supernatural being or even another human, though? Would you believe them if all you had to go on was their claim? Do you think that anybody could be justified for themselves in such a claim if all they had was a feeling? If you had the sensation that you were in contact with something psychically, would you believe that you were, in fact, so connected, or would you require more demonstration that there was an actual entity on the other end of the psychic line?

Do you think that there are limits to direct knowledge? What are those limits, in your view?