Does every form of energy tends to get converted into heat? I am not sure that each and every form of energy gets converted into heat but I observed that in most of the cases it happens.For example:- we feel hot when our body is exposed to light, our room becomes hot when  people in the room start speaking,the surface of a table gets hot when a ball slides on it,when a bomb explodes our surroundings gets more hotter etc.
It is easily observable that electromagnetic energy,sound energy,mechanical energy and nuclear energy of a system tends to get converted into heat.
I don't understand why nature wants different forms of energy to get converted into heat?
 A: Broadly speaking, nature tries to level things out. If you have a collection of particles, and a small number of them start with a lot of energy while the rest have a little, over time as the particles interact the high-energy particles will lose energy, while the others will gain it from them, until you end up with equilibrium. That's the point where the energy has been pretty much shared out, so none of the particles has excess energy to lose and none has a deficit that needs to be made up. The kinetic energy gained by the low-energy particles is just heat, so you end up with the system of particles being uniformly hot, more or less. 
What I've described applies at every level, so if you take the Earth as a collection of particles, all of the processes that happen on it involve particles. We're not yet in equilibrium, so some particles are in state of higher energy than others, but as those particles interact with the lower energy counterparts they lose energy and their counterparts gain KE. So as you drive your car down the road, particles with high chemical potential energy in your petrol tank have that energy converted to KE of expanding gas particles in the cylinders of your car's engine, which is lost as heat through the exhaust. As your car drives through the air it imparts extra KE to the air molecules (ie heat), and so on. Processes involve energy moving from areas in which there is a relative surplus to areas where there was a relative deficit. Sometimes the the process is largely just a change of one form of PE to another. For example, when a river in flood flows into a lake, the river waters have more gravitational PE initially, but when they enter the lake they raise the water level, so they are increasing the PE the water in the lake. However, even there, some of the energy goes into speeding up the molecules of water in the lake (ie heating it), and the molecules of the lake are in contact with the land in which the lake sits and so on, so all the time there is a constant interaction at a microscopic scale which is tending to increase the KE of low energy particles at the expense of higher energy particles, thus generating heat.
You should look up the laws of thermodynamics, which express these concepts more rigorously.
