What is Friction?
If you rub your hands together for several seconds, you'll notice that your hands feel warm. That warmth is caused by a force called friction. When objects like your hands come in contact and move against each other, they produce friction. Friction happens when you overcome the resistance of one object rubbing against the other. The force of the friction is opposes the direction of the motion. If you just put your hands together, there's no resistance, so there's no friction produced. Rub them together and there's friction.
Where the Heat Comes From
The rougher the surfaces that are rubbing together, the more friction is produced. Try pushing a brick down your driveway. It takes a lot more force than rubbing your hands together. That's due to the surfaces being very rough. When you have to work to overcome friction, some of the energy you use is converted to heat. The more friction, the more heat. In fact, you can even produce sparks by dragging a heavy masonry or metal object over pavement.
Reducing the Effects of Friction
Go soap up your hands and rub them together as hard as you can. You won't get much heat in this case because the soap puts a layer of smooth molecules between your hands. This effectively allows your hands to glide past each by reducing the resistance between them. Lubricants are often used to reduce friction for practical reasons. The oil in your car allows the metal engine parts to slide against one another more easily. This prevents engine-damaging heat from building up.