The question it asks is what the connection really is between an effect and what precedes it. Hume's answer, given after a long inquiry into other ideas, is the simple one that all counterparts of the cause or causal circumstance are followed by counterparts of the effect. The connection between the cause and the effect is that they were an instance of things constantly conjoined, a constant conjunction. That is another question. So that, upon the whole, there appears not, throughout all nature, any one instance of connection, which is conceivable by us.
All events seem entirely loose and separate.
They seem conjoined, but never connected. And as we can have no idea of any thing, which never appeared to our outward sense or inward sentiment, the necessary conclusion seems to be, that we have no idea of connection or power at all, and that these words are absolutely without any meaning, when employed either in philosophical reasonings, or common life. But there still remains one method of avoiding this conclusion, and one source which we have not yet examined. But when one particular species of event has always, in all instances, been conjoined with another, we make no longer any scruple of foretelling one upon the appearance of the other, and of employing that reasoning, which can alone assure us of any matter of fact or existence. This connection, therefore, which we feel in the mind, this customary transition of the imagination from one object to its usual attendant, is the sentiment or impression, from which we form the idea of power or necessary connection.