Mother Nature abhors extremes. A very simple statement, but one that is very powerful if you want to understand what causes our weather here on Earth. When there's any imbalance in the atmosphere, Mother Nature attempts to bring the atmosphere back to an equilibrium. This is why the jet stream exists and why we have frontal systems (air masses), hurricanes and thunderstorms.
Convection is one of those tools Mother Nature uses to bring things back to an equal state. As the sun beats down on the earth (insolation), the ground temperature increases and creates an unequal situation. Initially, conduction is the primary method Mother Nature uses to overcome this imbalance. Conduction is a molecule to molecule transmission of energy. Imagine holding a metal rod. If the temperature of one end of the rod is increased (using a blow torch, for example), the temperature will increase on that end and heat will flow through the process of conduction to the other end of the rod and eventually making it too hot to hold. But, this process of conduction is very slow and not as effective to keep up with the imbalance. This is where convection kicks in and takes over.