Why is it that you can get this close to a candle flame from the side...
But only this close from the top...?
Air particles get heated in and near the flame, and speed up.  These faster particles take up more space.  As they bounce around, cooler particles crowd in from all sides, and the hot air particles naturally rise.  This is called CONVECTION.  Most people have used the phrase "Hot air rises", but many people don't think about why.
 
If you drew the smallest square you could around any 2 nearby particles in the cold air, how big would it be compared to one drawn around 2 particles in the hot air?

Hot air particles move around more than cold ones.  Therefore, cold air is heavier than hot air because for any given size, it has more particles in it.  Cold air is more dense than hot air.

You have seen balloons lose their helium and start to sink to the floor...
How can you get the balloon to go back to the ceiling?  Aim a hot hair dryer at it for a while.
What happens to the particles inside?

Since much of the heat rises, you can get much closer from the side of the flame.  Not all of the heat rises, though.  Evidence of this is the melting wax under the flame.  This is another type of heat transfer, called RADIATION.  This type of heat travels out in all directions.
This device is called a radiometer.  When the light bulb (at left side) comes on, the blades inside spin.  Each blade is white on one side and black on the other.  Air has been sucked out of the glass ball, leaving a pretty good vacuum inside.  How do you think this device works?
There is still some air inside, and when an air particle hits the black side of a blade, the heat gained makes the particle jump away quickly, giving a little push to that side.

How does radiation work, if it doesn't need matter to be transmitted?  How does sunlight really get here through space?
Radiated heat is the same type of thing as a radio wave or a TV wave picked up by an antenna.  How are channel 12 waves different from channel 5 waves?  They both travel at the speed of light, and both contain energy,  the only difference is that one wave is shorter than the other.  Both are referred to as types of "radiation".  Heat is similar, except that its wavelength is shorter.
 
Thermal radiation (heat) is defined as electromagnetic radiation in the wavelength range of 0.0000001 to 0.0001 meter.  The light we see is also the same general type of thing, with its waves being 0.0000004-0.0000007 meters long.  These numbers are really hard to grasp, since normal people don't have a way to measure them.  What's important for us to know is that if something is producing waves of the correct lengths, then that thing is giving off heat!

Since convection relies on particles, you can't have convection where you don't have particles.  How does energy get to Earth from the sun?  Definitely not by convection, because there aren't enough particles in space between the earth and sun.  Radiation is the mechanism that brings this energy to us.

Convection and radiation happen around us all the time.  On a camping trip, you might have a campfire.  Where is the best place to cook your food using the fire?  When you stand next to the fire, what type of heat transfer are you experiencing?