Heat is the graveyard of energy. Everything that uses energy, or is energy, is actually just energy on it's way to the graveyard.
The energy of the universe is a pool of water a top a cliff. Water running off this cliff is used to do stuff (work), and the pool at the bottom is heat.
The "heat death of the universe" is referring to this water fall running dry, and all the energy being in this useless pool of "heat".