When there is an electric current in a resistor, energy is transferred electrically from the power supply to the resistor. The resistor heats up and gets hotter. This is called the heating effect of an electric current.
You can feel it in everyday devices. The element in a kettle, the wire in a toaster and the coil in an electric heater are all resistors. When there is a current in them, they become hot enough to boil water or toast bread. Even the wires in a plug can get slightly warm.
The energy is transferred to the thermal store of the resistor, and then to the surroundings. The larger the current, the more energy is transferred each second, so the heating effect is greater.