For example, if you put a metal spoon in a cup of hot soup, the spoon will quickly become hot because metal is a good conductor of heat. The heat from the soup flows through the spoon and into your hand.
On the other hand, if you put a wooden spoon in a cup of hot soup, the spoon will not become as hot because wood is a poor conductor of heat. The heat from the soup does not flow through the wood as easily, so the spoon does not get as hot.
So, if you want something to lose heat quickly, you should make it out of a good conductor of heat. If you want something to retain heat, you should make it out of a poor conductor of heat.