If you have, you've experienced the basic concept of heat transfer.
Heat flows from hot to cold.
On a hot summer day, heat flows through the glass of a cold drink, warming the fluid within. On a cold winter morning, the heat from a cup of coffee flows through the mug and into the cold air. It is the difference between the air temperature and the fluid temperature that allows the temperature to flow. The term used to describe the difference in temperature between the two mediums is Temperature Differential. When sizing a heat exchanger, this difference is measured at the point each initially enters the heat exchanger.