Because our current understanding of the universe says that entropy (chaos) is the natural state of everything. Given enough time, everything breaks down. Buildings will fall, mountains turn to dust, big rocks turn into little rocks, etc.
Kinetic Energy (movement energy) is transferred in one of three ways. 1) light waves. 2) Sound waves. 3) Heat waves. All of these involve molecules running into each other just at different sizes, speeds, and the amount of energy they transfer each time.
Molecules vibrating causes heat because energy is being transfered. This happens until all molecules that are similiar reach the same energy level/temperature. Heat spreads because of entropy. It is not natural to have an area with a high concentration of excess energy. In order to spread the energy as far as they can, the molecules vibrate. When the Molecules vibrate enough, they start running into other molecules, and those collisions give off what we refer to as heat (also light and sound).
The heat gun or whatever you are using to “heat” and object is just causing small particles with lots of energy to run into stationary(relatively) molecules. These collisions are causing them to start vibrating, causing more collisions, thus causing nearby Molecules to vibrate, on and on, and on.
Heat is a result of vibrations, but vibrations also spread heat.
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