In everyday life we think of "energy" as how active something is. How much it is moving around. In physics this is only one kind of energy called "kinetic energy", and it can be converted into other forms. For example somebody running around really fast is converting "chemical energy" (from food) into "kinetic energy". If he/she runs up a mountain the "kinetic energy" is converted into "potential energy" stored in the height he/she has attained. Can you get it back? Yup, by jumping of the mountain, which turns the "potential energy" back into "kinetic energy" (falling). What happens when the person hits the ground? The energy is converted into "heat energy" by vibrating the ground. So when you jump off of something and land on the ground your feet and the ground under them get just a tiny bit warmer. It is important to remember that new energy is made only during very specific processes like nuclear fusion, which occurs in the centers of stars like the Sun. Otherwise it is just recycled, changed from one type of energy to another.
From the Sun we receive energy in the form of electromagnetic radiation (light). The amount of energy that reaches Earth as sunlight is enormous. Covering a 150 square mile area in the New Mexico desert with photovoltaics (solar panels) would easily provide all the energy currently consumed by the United States!