“There is a fact, or if you wish, a law governing all natural phenomena that are known to date. There is no known exception to this law – it is exact so far as we know. The law is called the conservation of energy. It states that there is a certain quantity, which we call “energy,” that does not change in the manifold changes that nature undergoes. That is a most abstract idea, because it is a mathematical principle; it says there is a numerical quantity which does not change when something happens. It is not a description of a mechanism, or anything concrete; it is a strange fact that when we calculate some number and when we finish watching nature go through her tricks and calculate the number again, it is the same. (Something like a bishop on a red square, and after a number of moves – details unknown – it is still on some red square. It is a law of this nature.)
(…) It is important to realize that in physics today, we have no knowledge of what energy ‘is’. We do not have a picture that energy comes in little blobs of a definite amount. It is not that way. It is an abstract thing in that it does not tell us the mechanism or the reason for the various formulas.” – Richard Feynman, from a PDF from Rutgers University.