For example, Conduction is the direct transfer of heat from one object to another and thermal conduction is transfer of thermal energy through a material. I am very confused about this and any help would be appreciated.
Thermal conduction simply provides context for what 'conduction' means. Even in physics, 'conduction' can also be used for things that are completely unrelated to thermal conduction, e.g. electrical conduction, the conduction band, and so on. If you're thinking of "direct transfer of heat from one object to another", that's just thermal conduction.