When we care about energy, we really care about useful energy. This means energy that can do *work*, i.e. move something from A to B. If you’ve got a hot thing and a cool thing, you can make a heat engine where you transfer some energy from the hot thing to the cooler thing. This makes the hot thing a bit cooler and the cool thing a bit hotter, and in the process we get the chance to move something a bit.
The trick is that we can only ever make it so that the two sources get *closer* in temperature, not further away. This is (a very simplified version of) the second law of thermodynamics. So once the hot and cool things have reached the same temperature, we’re stuffed! We’ve got nothing else to work with. The total amount of energy is the same (the first law), but we can’t use it anymore. This is the heat death state.
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