Different materials require different amounts of energy to increase the temperature by the same amount. For example, to increase the temperature of 1 gram of water by 1 degree C you need to add 4.2 Joules of energy, but to increase the temperature of 1 gram of iron by 1 degree C you only need to add 0.45 Joules. This seems counter intuitive because iron is denser than water. The reason is that molecules share the kinetic energy amongst all their degrees of freedom. In the iron block, the energy just goes to vibrating the atoms in the crystal lattice. In the water it is shared between vibrations of the molecules and movement of the water molecules, so more energy is required to raise its temperature.
I hope this makes sense.