How we perceive and experience the world around us is inherently multisensory. Most of the Virtual Reality (VR) literature is based on the senses of sight and hearing. However, there is a lot of potential for integrating additional stimuli into Virtual Environments (VEs), especially in a training context. Identifying the relevant stimuli for obtaining a virtual experience that is perceptually equivalent to a real experience will lead users to behave the same across environments, which adds substantial value for several training areas, such as firefighters. In this paper, we present an experiment aiming to assess the impact of different sensory stimuli on stress, fatigue, cybersickness, Presence and knowledge transfer of users during a firefighter training VE. The results suggested that the stimulus that significantly impacted the user's response was wearing a firefighter's uniform and combining all sensory stimuli under study: heat, weight, uniform, and mask. The results also showed that the VE did not induce cybersickness and that it was successful in the task of transferring knowledge.