Most types of energy gradually turn into heat, including light, macroscopic kinetic energy, released gravitational potential energy, etc.
If you catch a baseball, the kinetic energy of the baseball turns into heat within your muscles (and skin, in the form of friction between the ball and your hands). If you walk down stairs, the gravitational potential energy that you're releasing turns into heat as well, as friction in your joints. Light shining on your skin turns into heat and warms it, as on a bright and sunny day. The electrical energy of a computer converts largely into heat, hence the need for cooling.
There are also theories that all matter may eventually decay, including all atoms and eventually even protons after 10^34 years (though proton decay has not yet been experimentally observed). https://en.wikipedia.org/wiki/Proton_decay
As someone on Quora wrote, "Heat is energy's final grave". The concept of "heat death of the universe" derives from the idea that, eventually, most forms of energy will decay into heat.
But my question is: Is that true? Why?
We also cannot measure stuff outside of the observable universe. Yet we do not say nothing exists beyond the observable universe.
To find out if something beyond the observable universe exists, you simply wait for the light to reach you. Every minute your observable universe grows larger and you see more stuff, the obvious conclusion is that there is more stuff.
But the random movements of air molecules allow for no analysis that there is a quantum of a sound traveling through it. It cannot be reasonably proven that the sound still exists. You can't wait to see if you notice more random sounds or anything, it's gone, part of the background noise. The information in the sound has been destroyed for any way to measure it via the movements of air molecules.
The universe is expanding. The further away something is from us, the faster it is moving away from us.
The part outside of the observable universe is so far away, that it is moving away from us at a speed faster then light. So we will never know anything about it.