Heat may be transferred by means of conduction, convection, or radiation. Conduction is the transfer of thermal energy (heat in transfer) due to collisions between the molecules in the object. Collisions between adjacent atoms and molecules transfer kinetic energy from the warmer to the cooler object.
When the same masses are heated by the same amount copper will heat up the fastest. Copper is a good conductor of heat that is why it easily heats up. Gold is not a good conductor of heat because of its stable properties.