Hume argues knowledge is restricted to direct sensory perception (e.g., “I know that I am having the perception of X at this moment.”) and the relations of ideas in the mind (e.g., “I know that squares are four sided.”). We cannot have knowledge of the world (if indeed there is one) outside of our mind as we do not have direct access to it.
This means scientific “knowledge” is impossible since all “matters of fact” are dependent on our understanding the idea of causation. But, since the idea ‘causation’ is neither a direct sensory observation nor a theorem derived from the relations of ideas, it is vacuous. Instead, we should understand the nature of ‘causation’, not as a clear idea in the mind, but rather the “habit” of the mind to associate temporally correlated observations.
In essence, Hume is pointing out that correlation does not equal causation.
In Ethics Hume continued his empirical approach arguing that morality is a matter of sentiment rather than rational reflection on abstract moral principles or metaphysical conceptions of goodness. He famously first clearly drew the distinction between what is the case (i.e., matters of fact) and ought (what we believe should be the case) noting that one cannot derive moral obligations from a set of facts.
Read more about David Hume.
Read a more detailed account of Hume from the Stanford Encyclopedia of Philosophy