There are three types of heat transfer; conduction, convection, and radiation.
Conduction is the transfer of heat between objects that are in direct contact.
Example: A pot on a stove burner. As the pot absorbs heat, heat will transfer through the pot handle to your hand.
Convection is when a fluid, such as a liquid or air moves from one location to another and carries its thermal energy along with it.
Example: As the space heater heats the air surrounding it near the floor, the air will heat in temperature and rise to the top of the room. This forces down the colder air, so it becomes heated.
Radiation is heat transfer that does not rely on contact between a heat source and the heated object. Heat is transferred through empty space by thermal radiation.
Example: Heat from the sun