Conduction is the transfer of heat through direct contact. Whereas convection is the transfer of heat through the currents which generate by warming or cooling of liquids or gases.
On the other hand, radiation is the direct transfer of electromagnetic waves in the form of heat through the space.
Therefore, when you hold a mug of hot chocolate to warm your hands then due to the direct contact with the mug your hands get warmer.
Hence, this transfer of heat is through the process of conduction.
