Remember: The physical states of a matter depends upon the interactions between the particles of that substance. The interactions are very strong in solid state, strong in liquid state and very weak or negligible in gas state. If you want to change the state from solid to liquid, or from liquid to gas you will have to provide energy in order to break the interactions between the molecules. Stronger the interactions, the more is energy required to break the interactions. Water need more energy to convert from liquid to gas phase because hydrogen bond interactions are present among the molecules of water. And the hydrogen bonds are strong enough. Hence in order to break these interactions high energy is required.
The majority of the molecules move from higher to lower concentration, although there will be some that move from low to high. The overall (or net) movement is thus from high to low concentration.
They go through radioactive decay because when atoms are unstable by going through it they are emitting radiation in natural process and they gain stability by losing energy.