The only and only cause for the transfer of thermal energy is when it thermal energy flows from a body of high temperature to one of lower temperature.

A simple experiment can show the causes of thermal energy. In this experiment, fill up three basins with hot, warm and cold water respectively. Place your left hand in the basin filled with cold water and your right in the basin filled with hot water.

After half a minute of soaking your hands in it, place both your hands in the basin filled with warm (or room temperature) water and while your left hand will find it hot, your right hand will find it cold.

However, if right away you soak your hands in the basin filled with room temperature water, your hands will not feel cold nor hot as this is thermal equilibrium and there is no gain nor loss in heat.