Christopher B. answered 10/04/21
Experienced Physics Teacher/Tutor with Engineering Background
When you get down to it, the difference between a hot and cold particle is that a hot one is basically vibrating and moving around real fast, whereas a cold one is hardly moving at all. So, temperature is really just a measure of the kinetic energy of the surrounding particles.
So, what would happen if you put a bunch of vibrating, fast-moving objects in a room with a bunch of slow- moving ones? Think about your experience: Say there's a gym full of basketballs that are just rolling around on the floor slowly (our "cold particles"). Now, throw in some basketballs from way up in the bleachers ("hot particles"). What will happen to the slow-moving ones on the floor? Is it likely that the slow-moving ones slow down even more and the ones you threw start bouncing even higher? This would be like energy moving from cold to hot. It's not completely impossible and it does not violate conservation of energy, but it's less likely than alternative. Intuition should tell you that, when you throw in the new basketballs from the bleachers and they hit the slow-rolling ones, the slower ones will start bouncing around too, and the ones you threw will chill out. After a minute or so, you wouldn't be able to tell which balls were initially thrown from up high and which were rolling slowly -- they'll reach an equilibrium.
This is basically the 2nd law of thermodynamics: objects will eventually reach thermal equilibrium -- a more disordered state where objects are less differentiable.
As another example, say you have a cup of cold water and a cup of warm water. Mix them together. When you take a sip, wouldn't it be surprising if some of the water you drank was near-boiling, somehow hotter than even the initially warm water? It's physically possible, but very unlikely, and becomes less likely the longer you wait to take a sip.
This is also like diffusion and osmosis in biology -- objects will spread out into a new medium, rather than clump together. A could of gas will fill a room, not gather in a cloud in the corner.
Hopefully this helps you make the right choice.