Hello! I'm so glad you asked this question. First of all, I'd like to make a clarification about what heat is. The way you have worded it, one might think that heat is a "thing" that can be "transferred." This is a very common misconception! But heat is not a "thing" -- it is a process. Heat is the transfer of energy from one system or body to another, and it occurs because the systems are trying to come to thermal equilibrium with one another. In other words, to attain thermal equilibrium, the systems will exchange energy, and this process is what we call "heat."

If you're wondering why systems end up attaining thermal equilibrium, it actually has to do with the concept of maximizing the entropy by maximizing the number of "states" available to a system. This is true of "isolated" systems. It turns out that in an isolated system, maximizing the entropy corresponds to the situation where the temperatures of the two bodies are equal. I hope this helps!

Heat can transfer by conduction (hot materials conduct heat to colder materials in which they are in contact), by convection (hot materials move into areas where it is less hot, happens in gasses and liquids), and by radiation (hot materials emit energy in the form of light, which in turn heats up stuff that the light shines on).

Heat can transfer through three main ways: conduction, convection, and radiation. Conduction happens when there's physical contact, such as when you grab a piece of hot metal, and the heat flows into your hand. Convection happens when a gas or liquid moves and transfers heat. When the molecules in a gas (like air) get heated, they speed up and collide with other molecules. Often, the density will change, and the gas will also move. These collisions and movement of the molecules spread the energy to other parts of the gas, and this creates currents and spreads the heat.

Radiative heating happens when the molecules or atoms create electromagnetic waves. These waves-- usually infrared radiation--can travel through vacuum, which is how things cool off in space (and is also why you put metal foil around a turkey to keep the heat in! The foil reflects the radiation.) Radiative heating is also how many of the heaters work at bus stops or in public locations where the heater is far away.