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You mean sense electrical activity of the brain like EEGs?
I highly doubt it. The electrical brain activity is, in terms of voltage, very weak outside of the skull. So tiny, you need specialized sensors. Even those are affected by noise in their measurements.

As far as I know, humans have no sensing organs to directly* perceive voltages, currents or something in that direction. If there would be such a person, that would be a medical sensation and would require scientific confirmation of course.

*Of course we can passively perceive electric currents and voltages. Everyone who has touched an unisolated electrical conductor or has experienced how body hair is moved by a static electrical field (e.g. a loaded balloon) can confirm that. But those are passive phenomena, i.e., our pain receptors respond to the currents going through our body, while we can see our hair moving and feel that via the "touch-receptors" in our skin. But no one has cells to directly measure magnetic fields, or electric ones or an electrical current.

This should not to be confused with synesthesia, which is the other point you've brought up. I.e., the merging of two or more sensations, like "seeing sound" or "hearing colour". Based on my current understanding, while fascinating, this is also not "a new sense", although it can appear as one to those with synesthesia. It's a combination of existing senses which appears to be caused by how the brain wires our neurological sensing pathways. Simply put, atypical simultaneous activation of regions that are responsible for, e.g., seeing and hearing, while in fact only one of those modalities can currently be perceived (either seeing or hearing something).

Regarding the history of synesthesia: you can read up on that on Wikipedia or alike. It's like most other discoveries were made: people investigate and observe. In this case, scientists were investigating human perception and found synesthetics among people via interviews, experiements etc..