The mechanical energy of a waterfall can be converted to electromagnetic energy in a generator. Generators convert other types of mechanical energy into electromagnetic energy. The bicycle generators turn with the bicycle tires and cause the light to turn on. Many times it takes a whole series of energy conversions to do a certain job. For example, just to get the energy to make a piece of toast, there are several energy conversions involved.
Chemical energy stored in coal is released as heat energy when the coal is burned.
The heat energy is used to produce steam and is changed into mechanical energy in a generator. The generator converts mechanical energy into electric energy that travels through power lines into your home. When you use your toaster, that electric energy is again changed into heat energy. When you turn on a light, not all of the electricity is converted to light energy. Some of the energy is converted to heat.