That's a frequently asked question and a very good one, in fact.
Whiskers are a very delicate sense organ. The slightest contact,
even a soft breeze will cause them to move. The base of each
whisker is connected to very sensitive clump of nerves that detects
these minute movements. In this way animals can often sense objects
moving around them. They also help them move around in the dark
without bumping into things. =)
See: http://wiki.answers.com/Q/What_is_the_purpose_of_whiskers ( Thanks, http://wiki.answers.com/Q/User:Crazycutie6167 )