Heat is a form of kinetic energy. We are able to feel heat when molecules and atoms move as a result of this energy. Since there are no molecules in space, energy from the Sun must travel to Earth by electromagnetic waves, also called radiation. Once the waves reach the Earth, the energy they contain moves the molecules in our atmosphere, creating heat we can feel.
To review related concepts to radiation and heat, watch a video about heat flow (energy transfer) and click through a lesson about electromagnetic radiation.