What does it mean for objects to be at different temperatures?

The temperature of an object is dependant on its heat capacity and the rate at which heat can be removed from its surface. Heat conduction depends on the structure and capability of the atoms to move within the material and pass on their energy to other atoms. Some materials are better conductors then others that is why two objects can be in the same room but feel two different temperatures. It is also true if two object are at different temperatures and are in contact with one another they will reach the same temperature.