A good question!
Humans have a chordate nervous system, a large brain at one end of a long cord of nerves running down our back, protected by the spine.
Octopuses, on the other hand, have a much more diffuse nervous system. Nerves are spread though out the body, in fact there are more than twice as many neurons in the arms (and legs!) as in their brain. An octopuses' limbs can not only touch but taste and smell, and often appear to move independently of the main body. Even a limb that has been cut off can still reach and grasp.
One theory is that the central brain issues instructions to the limbs and then the limbs"decide" how to carry them out, leaving the brain free to do something else.