Convection is heat transfer via motion of a fluid such as air or water.
Imagine a boiling pot of water on a stove. The water nearest the burner is the hottest. Heated water expands, making it more buoyant or "lighter" than the water above. The heated water rises, because it is lighter; this is what causes bubbling when water boils. Cooler water at the top of the pot is denser, making it heavier. This water sinks toward the bottom of the pan, gets heated, and rises. This causes a circulation pattern--water at the bottom heats and rises while water at the bottom sinks in a continual loop. Moving fluids can create a continual current that transfers heat energy.
Convection can occur in air as well. Hot air expands, causing it to become less dense, which makes it lighter and causes it to rise. The continual rising of hot air and falling of cool air is the primary cause of a hurricane.
