Internal Energy and Heat Capacity

Internal energy usually comes into two forms: Potential Energy stores, and Kinetic Energy stores.
Most potential energy stores come from Gravitational and Elastic energy, this isn't really related to temp but is good to know. Kinetic energy on the other hand is very important as the movement is an energy store.

When you heat up anything, you are converting the heat into kinetic energy stored which we can measure in an increase in temp, which is a measure of the "Internal temperature" of a substance.  

However, substances need more energy to increase their temperature than other elements, as water needs 4200J or 4200 joules of heat in order to warm 1kg of it by 1°c. 
Compared to Mercury which only needs 139J of energy to have 1kg of it to be 1°c  hotter. These numbers are called "Heat Capacity."
The inverse is also true, so when water cools by 1°c, the water is relicensing 4200J of energy while cooling.