Just recently started studying Thermodynamics, and I am confused by something we were told, I understand we use the inexact differential notation because work and heat are not state functions, but we are told that the '$df$' notation is only for functions and that the infinitesimal heat and work are 'not changes is anything' surely they can be expressed as functions of something? and they are still changes as they do change? What is the thermodynamic reason for describing them as not being changes in anything?