What is all energy made of? I know it sounds like a weird question to ask but I find it unusual nobody has actually told me. I know what it does but not what it is... I have some kind of idea that it's actually matter and matter is energy and everything in the universe is just kind of intermingled if that makes sense..? I don't know! But can somebody help me understand, that would be great! Thanks
 A: Energy isn't a thing in the universe. It is a property of things that we find useful to measure. In this way, energy is similar to velocity. Velocity isn't "made of" anything, but we find it useful to measure the velocity of objects in the universe. It's the same with energy.
Here's an essay on the topic by Prof. Matt Strassler of Harvard University: http://profmattstrassler.com/articles-and-posts/particle-physics-basics/mass-energy-matter-etc/matter-and-energy-a-false-dichotomy/
A: Due to the nature of the other answers I feel compelled to expand my comment to an answer. While the other answers tell you, that energy is not a thing, they fail to tell you, why the concept of energy (or electrons, or quarks) being a thing is utterly irrelevant for physics, undecidable by means of physics and unscientific.
Ultimately, physics can never answer what something is made of. Physics cannot provide an ontology. Physics can only describe how things relate. We can say a proton is composed of quarks, but really what are quarks made of? But the question is moot and irrelevant for physics (because we can describe what quarks do). This shows that physics cannot only not tell what abstract concepts like energy are (or are made of), but that this assertion also holds for something, like elementary particles, of that we usually think much more as being "a thing".
The question what something is, is a question of ontology, that is, a question of philosophy. (And even some modern proponents of analytical philosophy begin to consider ontology as more or less irrelevant, and choose to put epistemology at the root instead). Physics can only reduce a concept to more fundamental concepts ("reductionism"), without being able to explain what the more fundamental concept are.
Physics is based on observational evidence. Experiments tell you how objects relate, but can never tell you what objects are. Observational evidence tells you that masses attract each other – so what are masses? You can only explain tautologically that masses are things that attract each other. But the system of relations uncovered by observation allows you to predict the behaviour of the solar system.
If you say water is $\mathrm{H_2O}$ you are in no way explaining what water is. You only reduce water to simpler entities whose properties are simpler, thereby reducing the complexity of the fundamental description. In a way all of physics is just models for things. The fundamental objects in physical models have no ontological value. They are not, they are just entities put forward to make the description of their relations neat and allowing prediction of nature.
So the most ontology you can get out of physics is the pragmatical stance, that things are how they relate to one another (the relative pronoun already tells you something is wrong here). But even that is a philosophical statement, in no way justifiable with physics, though motivated by physics.
This all of course does not mean, that a physicist is not allowed to have a private ontology. He or she must just realize that their ontology is independent of physics and rather a matter of philosophical position and taste.
A: For the longest time, even as a well seasoned engineer, I believed I understood what energy is, but seemed to think of it as a 'thing' not much different than matter. Of course I realized it was very different - not something I could hold in my hand. I realize now it was not all my fault having this misconcept of energy as a thing. I believe many of my educators, also struggling with a true understanding passed along their misconceptions - or maybe I just did it to myself.
Physics textbooks will tell you energy is "the ability to do work". And Einstein's famous formula - an outcome of his efforts on special relativity tell us that it has an equivalence with matter (mass). I knew this for a long time, but it didn't really help. The definitions were more functional than answering "what is this thing you call energy?. 
I eventually began reading the Feynman Lectures on Physics, and in the first chapter of the first volume - there it was. Feynman opened my eyes. Feynman, not one to beat around the bush, comes right out in his lectures and states "We really don't know what energy is". Not many physicists are brave enough to say that. He further explains that the only thing we know about energy is it's this 'something' that is conserved. And to illustrate his point he uses Dennis the Menace, his collection of wooden blocks, and the frustration of his mother trying keeping track of the blocks. And no matter how hard Dennis tries to hide his blocks - in one way or another - his mom always seems to account for them - if she just works hard enough.
So Feynman changed my world view of energy from a 'thing' to more of a concept on the same level as 'time'. Don't feel bad if you don't know what energy is. No one else has answered that question yet!
A: Just as mass is not something, but is an attribute of something, so energy also is not something, but is an attribute of something.
The standard physics definition is "capacity to perform work", which provides a good functional  basis for using the concept of energy, but it doesn't say what energy is "made of".  "Capacity to perform work" is an attribute of an attribute.  
Energy is a scalar.  Even kinetic energy is the dot product of 1/2 mass * V^2.  The dot product is a scalar.
Energy is conserved.  It's an attribute which passes from one thing to another, but which neither increases nor decreases in an isolated system, nor in the universe as a whole.  Alternating from kinetic to potential, it always remains as an attribute of something.  Energy is not a thing in itself.  Like mass, it is an attribute of something else.
