Principle of energy conservation I am new to physics and I hope you can help me solve this problem.
When two objects collide with each other and stick, there is an internal force, so linear momentum is conserved.
But when I calculate the initial and final kinetic energies of the system, it shows me that energy is lost when the collision occurs. This shows me that it is an inelastic collision. But how is the energy lost without the kinetic energy being transmitted into any other force. 
I thought that it is due to the friction between the two objects, but my thinking should be wrong because in this stage, friction is not a course to decrease the kinetic energy of the system.
So, can you tell me what happened to the decreased energy of the system? In which energy type was it transmitted? I hope for a brief explanation. 
 A: In an inelastic collision the kinetic energy of the system is not conserved. The energy that you find missing has been dissipated as other forms of energy. This can be heat, vibrational energy transferred to atoms of the colliding particles, energy lost to deform the atomic structure etc.

I imagined that it is due to the friction between two objects, but my thought should be wrong because in this stage friction is not a course to decrease the kinetic energy of the system

I don't think you are wrong. Friction can decrease the kinetic energy, say if it resulted in heat generation during the collision.
A: let's put this straight. As two or more bodies collied, as they further stick together, there is a possibility of different kind of energy taking roles. for instance the total energy before hitting each other is let's say 10 joule. Now, let's take factors which may play role during the collision, for instance, surrounding medium(for instance, air) which may cause sound energy, bodies may deform which is likely to store a tiny fraction of potential energy, surface interaction may cause heat energy. Therefore, Sound energy(0.5 joule), heat energy(0.5joule) etc may dissipated in the surrounding. However the amount of energy dissipation totally depends on the surrounding and interactive factors such as medium, nature of surface, temperature of the medium, elasticity of interacting bodies.
For further investigation on the above topic and related questions you may take analogy from this answer and you may find amazing answers by yourself.
A: In case of a perfectly inelastic collision (zero coefficient of restitution), the two bodies stick together. In such a collision, kinetic energy is lost by bonding the two bodies together. This bonding energy usually results in a maximum kinetic energy loss of the system.
As you've rightly said, only momentum is conserved in inelastic collision. The loss of energy is due to the sticking of the bodies and the forming of bonding energy due to the sticking.
