Conduction is a method of Heat transfer in solids by mutual vibration of the solid particles. The heat particle of one solid receives the heat, and transfer it to the next solid particle to it. This is as a result of the particles touching each other and by a little vibration of the particles.
A conductor is a material that allows the transfer of heat in this case. It could also allow the transfer of electrical current. Example Iron, Copper.
An insulator is a material that is poor in transfer heat or electric current from one point to another. Example is Wood.
Convection is a method of heat transfer in liquid or air medium, by the actual or bulk movement of the heated medium. E.g transfer of heat from hotter air to cooler air, transfer of heat from hotter region of boiling water to the cooler region which is at the surface.
Density is simply mass per unit volume.
Density = Mass / Volume, It's SI Unit = Kg/m3.
Does density depend on temperature?
This is a bit tricky. For liquids we should say yes, there is appreciable difference in density. For example we know that water has maximum density of 1 g/cm3 at 4 degrees Celsius.
But for solids, the density is not affected much, except at very high temperatures.
So in summary we should say Density is affected by temperature, because we know that the volume of the material would be affected and hence the density is affected likewise.
Sorry, the solution came a little bit late.