well heating is all a mater of the density of the material. gas has a very low density, liquid slighty more so and solid the highest density. The actual atomic mass impacts on this of course, but i'm not aware of a gas thats more dense than a liquid, though some liquids may be more dense than some solids.
So thats why solids heat up first, liquids next and gas last, if at all.
If you go to the beach or a lake on a hot day (in subtropical climates). You can actualy feel the tempurature difference of the water. You can feel in the shallow portions that the water is warm, while in the deeper parts its colder. This is partly due to warmer water rises, but mainly because the surface is heated up first due to being in the firing line first.
But currents can move these hot areas of water, so you get the water moving, this can be considered a hot spot... its not a good term, just think of it as a warmer area of water.
Same thing with air. air near water or land is heated from induction from the surface. air moves away from the surface slowley as it heats. wind moves the warm air in different directions.
think of a desert... all that sand, sooo hot. via radiation and induction the air is heated to a very warm temperature... and as such when the wind blows, large bodies of warm air can be moved... this is why on a windy hot day, the wind actualy feels hot. it is. Same as on a cold windy day, cold air moved from colder parts can be moved by wind.
Its a tad more complicated than that, but thats sorta the basics of it all.
