The heat that drives convection comes from two main sources: something called primordial heat and something called radiogenic heat. Primordial heat is all of the heat left over from when the Earth formed. Four and a half billion years ago our planet formed by the collision of rocks and dust. Over time it grew from the size of a small rock into our large planet just from rocks colliding with each other over and over and over again. This process generates a lot of heat because each time a rock hit the growing planet, it transformed its kinetic energy (the energy of movement) into thermal energy (heat). So the baby Earth was really hot and has cooled off over the years through the processes of convection and conduction. The deeper you go into the Earth, the hotter it gets because a lot of primordial heat remains. The other process that causes the Earth to remain hot is radioactive decay of elements like uranium, thorium, and potassium. These three elements are unstable and can transform into other elements in a process called radioactive decay This decay gives off heat, which causes our planet to stay warm. This same process happens inside nuclear reactors where we produce electricity!

Convection requires a warm layer beneath a cooler upper layer. It does not matter how the heat gets there. In the atmosphere, it's because the ground absorbs sunlight (you can't see through it), while the air does not (you can see through it), so the air in contact with the ground gets warmed up faster than the air up above it.

"Heat" is thermal energy on the move. In order for thermal energy to move, there needs to be a reason for it to move---this means having 2 locations where one is hotter than the other: heat spontaneously flows from hot to cold. One of the ways that thermal energy moves is through convection, which just means that there is a fluid that flows to help the movement of thermal energy from the hot location to the cold location.

It is hard to specifically answer your question because the hot location can be anywhere, or anything, it all depends on the system you are interested in. I will give you an example:
You would like to cool down on a hot summer day. You use an electric fan to cool down. The fan produces flowing air on your skin, carrying the heat from your body to the cooler static air in the room. In this example, your body is the hot location, the static air in the room is the cold location, and the flowing air ("wind") on your skin is the fluid that helps move thermal energy from your body to cool you down. You can do this type of analysis on any system that transfers thermal energy by convection.