Convection - Heat on the Move
Convection is heat transfer with a twist - the material itself actually moves around, creating flowing currents. When you heat particles in liquids or gases, they gain kinetic energy and spread out more, making that region less dense and causing it to rise.
Picture your radiator at home: it heats the air nearby, which expands and rises to the ceiling. As this warm air moves up, cooler, denser air rushes in from the sides to replace it. When the warm air eventually cools down at the ceiling, it becomes denser again and sinks back down. This creates a convection current - a continuous loop of moving air.
This same process explains why beaches are always windy. During the day, land heats up faster than the sea, creating rising warm air over the land. Cooler air from over the sea rushes in to replace it, creating that lovely sea breeze that makes coastal areas so pleasant.
The key thing to remember is that particles are constantly pushing and pulling each other around as they expand and contract with temperature changes.
Beach Science: The reason land heats up faster than water is because water has a much higher specific heat capacity - it takes way more energy to warm it up!