Intelligence involves processing sensory experiences into representations useful for prediction. Understanding sensory experiences and building these contextual representations without prior knowledge of sensor models and environment is a challenging unsupervised learning problem. Current machine learning methods process new sensory data using prior knowledge defined by either domain knowledge or datasets. When datasets are not available, data acquisition is needed, though automating exploration in support of learning is still an unsolved problem. Here we develop a method that enables agents to efficiently collect data for learning a predictive sensor model—without requiring domain knowledge, human input, or previously existing data—using ergodicity to specify the data acquisition process. This approach is based entirely on data-driven sensor characteristics rather than predefined knowledge of the sensor model and its physical characteristics. We learn higher quality models with lower energy expenditure during exploration for data acquisition compared to competing approaches, including both random sampling and information maximization. In addition to applications in autonomy, our approach provides a potential model of how animals use their motor control to develop high quality models of their sensors (sight, sound, touch) before having knowledge of their sensor capabilities or their surrounding environment.