This is how I understood this:
- "in themselves", refers to changes, that is, if we talked about singular "the change itself",
- "their consequences" refers to changes as well,
- "the thing" - I am not sure, but this sentence is a little bit unclear. Maybe I am wrong, but this seems like a comparison to me (so... than...), so the text should continue as "... than the thing alone in man's experience", and it may refer to something intangible, but important.
Someone will probably have better explanation for this, after all I am not native English speaker. :)