Convection is the process of heat transfer by bulk movement of matter. Convection can only take place in a liquid or gas – fluids, since only in fluids are atoms and molecules free to move.
When a fluid is heated it expands. If the heating is uneven then parts of the fluid will expand more than others, becoming less dense than the fluid around it. The less dense fluid will rise, carrying heat along with it.
A 'convection current' can be set up in a room by placing a radiator close to the floor. The radiator heats air, which becomes less dense and rises. When it reaches the ceiling it loses heat through the ceiling and cools. Simultaneously it is pushed across the room, displaced by newly heated air below it and when it reaches the opposite side of the room it starts to descend.
Heating the top of a room would not set up a convection current. The hot air, being less dense, would stay at the top of the room and the air lower down would not be heated at all.
Convection is a natural phenomenon too. Convection currents occur in the atmosphere. They are called thermals and used by glider pilots and thermals to gain height. Sea breezes are often due to convection currents. During the day, the land is hotter than the sea. Hot air will rises from the land and air will be drawn in from the sea to replace it. During the night the situation is revered.
Convection currents occur in the interior of the Earth and Sun. In the Sun convection currents are one of the mechanisms by which energy gets from the core where nuclear fusion takes place to the surface of the Sun from where it is radiated into space. In the Earth, convection currents moving against the interior of the plates that make up the Earth surface cause the plates to move, leading to earthquakes.