In the energy sources that we use every day all forms of energy are stored in different ways.  These sources are divided into two groups renewable (an energy source that we can use over and over again) and nonrenewable (an energy source that we are using up and cannot recreate in a short period of time).  

However, we get most of our energy from nonrenewable energy sources, which include the fossil fuels -- oil, natural gas, and coal.  They're called fossil fuels because they were formed over millions and millions of years by the action of heat from the Earth's core and pressure from rock and soil on the remains (or "fossils") of dead plants and animals.  Another nonrenewable energy source is the element uranium whose atoms we split (through a process called nuclear fission) to create heat and ultimately electricity.