Sony has filed at least three patents for a virtual reality glove.
Patent applications numbered 14/517733, 14/517741, and 14/503275 cover all the different aspects of the virtual reality glove. The first patent describes a "thumb controller" in details, the second describes a "Glove Interface Object" and the third describes "Systems and Methods for Providing Feedback to a User While Interacting with Content."
The glove interface object patent reveals that Sony will use "flex sensors" to identify individual finger movements and "contact sensors" to detect when palm closing and fingers touching. The collected data is then transmitted to a PC or console to determine the fingers' positions and poses and render a virtual hand inside a virtual reality environment.
Being able to interact naturally and feel the items you touch in virtual reality has always been a fantasy, but it looks like Sony's glove will offer a more abstract interaction model. According to the patents, the user can use hand and finger gestures to give in-game commands or touch his fingers together to simulate button pressing. The patents also didn't go into much detail about the haptic feedback the glove would support, so it might end up with a traditional vibration feedback.
As always, keep in mind that filing for a patent doesn't guarantee that the product will make it to the market any soon. Nonetheless, such a glove would complement Sony's upcoming PlayStation VR (previously known as Project Morpheus) and it would definitely give Sony's headset an advantage in the surprisingly crowded virtual reality market.
Sources: Thumb Controller, Glove Interface Object, Systems and Methods for Providing Feedback to a User While Interacting with Content