The term thermal energy can be used to describe slightly different concepts in different branches of science, but they all usually revolve around the idea of the atoms in a body vibrating and colliding.
Thermal comes from the Greek word thermē, meaning "heat," and the term retains that meaning: something that's thermal usually generates, involves, or retains heat. So thermal energy is energy relating to heat. But in physics, heat is a not just a sensation — it's a type of energy transfer. Thermal energy can refer to that type of energy transfer, not just to how hot or cold a physical object would be to the touch.