As something is heated, its molecules move around faster and so the energy and thus the temperature increases. The heat required to do this is a calorie . Now consider those sticky water molecules. Because they're sticky, it's hard to make them move. Thus it takes a lot of energy.
Water therefore has a much higher specific heat than all other common materials.
Generally, heavier molecules, or those with higher atomic weights are more sluggish and slow moving at any given temperature and thus tend to have higher melting and boiling points. Water is an exception to this pattern because it is quite light and lively and yet has high boiling and melting points. It takes a lot of energy to shake loose those sticky molecules. Likewise it is difficult to pull apart liquid water and make is evaporate as gas. This is a good thing.