I feel I must answer this question to clear up an incorrect point that both quantumclaustrophobe and douglas have made. It is false to state that infrared photons are the photons which impart heat and that "Some photons ... we may not feel at all (like ultraviolet)". If you've ever been outside without sunscreen you will certainly feel the heat of being burned by the Sun's ultraviolet rays - hence why it is called a sunburn. That's why sunscreen is meant to give you UV protection. Because these UV rays impart heat into your skin and burn you.
To discuss it more fundamentally, all photons have energy, whether they be gamma rays, UV rays, visible light, infrared, or radio waves. The atoms in your body have the ability to absorb this energy either in part or completely. In this process, some energy from the photons get's converted into the kinetic energy of the particles. This kinetic energy is what we refer to as temperature. Thus if you hit something with a lot of photons - for example a bunch of UV rays from the sun - the particles will have a higher kinetic energy and thus a higher temperature. However, usually it takes a lot of radiation and a long time before you get "burned" by photons. More often than not, when you feel heat, you aren't receiving it from photons. If you put your hand near a fire, you aren't receiving the heat from the photons, but rather from the ionized particles the fire puts out.
To discuss it more fundamentally, all photons have energy, whether they be gamma rays, UV rays, visible light, infrared, or radio waves. The atoms in your body have the ability to absorb this energy either in part or completely. In this process, some energy from the photons get's converted into the kinetic energy of the particles. This kinetic energy is what we refer to as temperature. Thus if you hit something with a lot of photons - for example a bunch of UV rays from the sun - the particles will have a higher kinetic energy and thus a higher temperature. However, usually it takes a lot of radiation and a long time before you get "burned" by photons. More often than not, when you feel heat, you aren't receiving it from photons. If you put your hand near a fire, you aren't receiving the heat from the photons, but rather from the ionized particles the fire puts out.
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The photons that one perceives as heat are in the infrared wavelength; you cannot see them but you feel them as radiated heat. The reason that one feels this heat is due to evolution; our early mammalian ancestors evolved the ability to sense heat, because being near but not too near a heat source helped to keep them alive and being away from a heat source killed them.
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Photons carry energy. Depending on their wavelength, we might *feel* it as heat (like infrared). Some photons will be absorbed by our skin which we may not feel at all (like ultraviolet), and some will reflect off our skin - which is why people can *see* us.
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It's radiation.