The simplistic undergrad explanation aside, I've never really understood what energy really is. I've been told that it's something when converted from one kind of something to another kind, or does some "work", as defined by us, but what is that something?

Moreover, if the total amount of energy in the universe is finite and we cannot create energy. Then, where did it come from? I've learned from thermodynamics where it goes, but where does it come from?

I know this sounds like something trivially simple, but there is so much going on in the physical universe and I just can't grasp what it is. Maybe it is because I lack the mathematical understanding that I can't grasp the subtle things the universe is doing. Still, I want to understand what it is doing.  How do I get to the point of understanding what it's doing?

(Note: What prompted me to ask this was this answer. I'm afraid that it just puzzled me further and I sat there staring at the screen for a good 10 minutes.)

Energy is any quantity - a number with the appropriate units (in the SI system, Joules) - that is conserved as the result of the fact that the laws of physics don't depend on the time when phenomena occur, i.e. as a consequence of the time-translational symmetry. This definition, linked to Emmy Noether's fundamental theorem, is the most universal among the accurate definitions of the concept of energy.

What is the "something"? One can say that it is a number with units, a dimensionful quantity. I can't tell you that energy is a potato or another material object because it is not (although, when stored in the gasoline or any "fixed" material, the amount of energy is proportional to the amount of the material). However, when I define something as a number, it is actually a much more accurate and rigorous definition than any definition that would include potatoes. Numbers are much more well-defined and rigorous than potatoes which is why all of physics is based on mathematics and not on cooking of potatoes.

Centuries ago, before people appreciated the fundamental role of maths in physics, they believed e.g. that the heat - a form of energy - was a material called the phlogiston. But, a long long time ago experiments were done to prove that such a picture was invalid. Einstein's $E=mc^2$ partly revived the idea - energy is equivalent to mass - but even the mass in this formula has to be viewed as a number rather than something that is made out of pieces that can be "touched".

Energy has many forms - terms contributing to the total energy - that are more "concrete" than the concept of energy itself. But the very strength of the concept of energy is that it is universal and not concrete: one may convert energy from one form to another. This multiplicity of forms doesn't make the concept of energy ill-defined in any sense.

Because of energy's relationship with time above, the abstract definition of energy - the Hamiltonian - is a concept that knows all about the evolution of the physical system in time (any physical system). This fact is particularly obvious in the case of quantum mechanics where the Hamiltonian enters the Schrödinger or Heisenberg equations of motion, being put equal to a time-derivative of the state (or operators).

The total energy is conserved but it is useful because despite the conservation of the total number, the energy can have many forms, depending on the context. Energy is useful and allows us to say something about the final state from the initial state even without solving the exact problem how the system looks at any moment in between.

Work is just a process in which energy is transformed from one form (e.g. energy stored in sugars and fats in muscles) to another form (furniture's potential energy when it's being brought to the 8th floor on the staircase). That's when "work" is meant as a qualitative concept. When it's a quantitative concept, it's the amount of energy that was transformed from one form to another; in practical applications, we usually mean that it was transformed from muscles or the electrical grid or a battery or another "storage" to a form of energy that is "useful" - but of course, these labels of being "useful" are not a part of physics, they are a part of the engineering or applications (our subjective appraisals).
