Less molecules per unit of volume equals lower density. If there is a an area where the heat energy is able to build up adjacent to, or surrounded by, an area where it isn't, an instability is created. Since the air above the surface is a lower density the thermal will invariably rise until it is thouroughly mixed with ambient air at the level where the ambient density equals the density of the heated mass at time it broke free of the heat source at ground level. Once the thermal has broken free and begun to rise it forms a very predictable structure which is the mushroom cloud I mentioned earlier. However, a thermal in general is a somewhat boilng mass of rising air that may have several cores and areas where some air may even be going down.
Thermals are quite small near the ground but fan out and become larger as they rise.
Thermals can be much stronger later in the day because as the sun gets below a certain angle the energy accumulation drops off dramatically but the energy already accumulated remains. The surrounding air becomes denser very rapidly and squeezes those thermals until they pop like a teenagers' zit. The right thing to do in this situation is to fly the wing and keep it fast. Pull it in and DO NOT TRY TO SLOW DOWN because this will exacerbate the potential stall when you hit the outer regions of the thermal where the wind shear is the greatest, and if you stall that low in descending air you can easily impact the ground before any opportunity to effect a recovery. I have been there and done that in hang gliders more than once and most recently last July flying in British Columbia when I nearly ate a landing light for lunch landing on the runway at an aerotow flight park.