Heat exchangers facilitate the exchange of heat between two fluids that are different temperatures while keeping them from mixing with each other.
Heat transfer is a heat exchanger usually involves convection in each fluid & conduction through the wall separating the two fluids.
In the analysis of heat exchanger, it’s convenient to work with an overall heat transfer coefficient U that accounts for the contribution of all these effects on heat transfer.
The rate of heat transfer between the two fluids @ a location in a heat exchanger depends on the magnitude of the temperature difference @ that location, which varies along heat exchanger.