Energy can come in many forms and can be transferred from one form to another. For example a flywheel rotating has a certain mechanical kinetic energy and that can be converted to potential energy by using the flywheel to wind up a rope pulling a weight up in the air. That potential energy can then be converted to electrical energy by using the falling weight to turn a generator. Then if the generator uses the electrical energy to heat up the water in a coffee cup with a metal resistance coil, You end up with thermal (heat) energy.
Then the thermal energy in the coffee cup can be used to boil some amonia in a coil which then expands through a turbine to spin a shaft which turns the flywheel and we are back to start except that we lose some of the energy along the way partly as heat leaving the coffee cup and friction causing the heat energy to be carried away from our system but mainly because the turbine system can not possibly get all the heat out of the water in the coffee cup unless we condense that ammonia after the turbine at absolute zero which comes with its own set of problems, so in the end, we need to burn a tree or oil or capture some heat from the sun or something to keep the whole system working. It is all energy, and it has to come from somewhere whatever form we put it in.
Of course, I can help you with thermal energy! What specific aspect or question do you have about it? The field of thermal energy is quite broad, so it would be helpful to know what you are looking to understand or learn more about.
