Now in Physics we learn that there are three methods of heat transfer, this being: Radiation, Conduction, and Convection. Let’s start with radiation; radiation is the transfer of energy as electromagnetic waves. So basically it does not need to directly touch anything or move any particles around, much like convection and conduction do. Radiation mostly occurs through empty space, so I think a good example of radiation would be when you feel warm in front of a fire place, or even the way the sun heats up the Earth. All done through empty space.
Conduction is another method of heat transfer, this occurs through a direct contact. Particles tend to collide when two objects come into contact. There the energy from the faster moving object is transferred to the slower moving object until they start moving at the same speed. Then also, their temperatures will also be the same. I think a good example of this might be when a spoon starts warming up when its placed in a cup of coffee to start stirring.
The last method heat transfer would be convection. This is the transfer of heat through fluid or air currents. As something heats up, the particles will spread out and thus become less dense. An example of convection would be a pot of water starting to boil on a stove. The warm water on the bottom of the pot will start to rise and moves the colder water. With this motion, the cold water will sink allowing the hot water to rise.