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One would need a fluid (water, air or the like) and something to drive currents within it. Here's the skinny right from our friends at Wikipedia: "Convection in the most general terms refers to the movement of currents within fluids (i.e. liquids, gases, and rheids)." Jumping off from there, let's look at an example of a heat transfer possibility. When we use the oven, the kitchen gets warm. There is a bit of thermal radiation, but skip that and just check the convection side. Air (a fluid) is against the outside of the oven door. As heat from the door is transferred to the air, it becomes less dense than the air around it, and it rises. Some "new" cooler air takes its place and the process continues. A convection current has spontaneously arisen. The process of heat transfer drives the convection cycle; it sets up those currents in the air around the oven. Soon the kitchen is warmer than it used to be.

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Q: What are the circumstances under which convection can occur in a substance?
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