When we heat a fluid (liquid or gas) then hot material (less dense) will rise to the top and cool material (more dense) will sink at the bottom. Hence, this process of inter mixing of fluids is known as convection.
So, when we hold our hand over a pot of boiling water then due to the convection process taking place we feel heat on our hand. Whereas when there occurs direct touch between two objects of different temperature then this heat transfer is known as conduction.
Thus, we can conclude that the boiling water is transferring heat to your hand through convection.
