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Energy exists in the shape of light or heat energy. In other words, light is energy and heat is energy.
In general, energy is preserved, meaning the whole amount of energy will not change. Although it may seem lost, energy exists somewhere taking a different form. Energy never disappears and energy will not self-produce from nothing. However, for a very small amount of time, there is a phenomenon in which energy preservation does not occur. Actually, matter called virtual particles self-produce from nothing and disappear in a very small amount of time. These virtual particles do exist in a false vacuum, where energy is stored in the universe itself. This stored energy has a possibility of appearing in some way or another and virtual particles form by receiving energy from the vacuum.
Virtual particles always exist with a pair of a plus matter and a minus matter. Without this, the law of electric charge preservation will not be satisfied. For example, with electrons, a pair of electron (minus charge) and positron (plus charge) is made. But with such virtual particles made in this way, they attract each other due to their charges and disappear by emitting energy. In "vacuum" condition, particles keep appearing and disappearing continuously.
 To
the animation of Virtual Particles made with Shockwave
Now, various kinds of matter exists in universe, and they form stars and all matter, including us. The early universe was in a condition filled with high temperature/energy radiation. It is thought that matter was made in the course of various physical cycles from this condition.
Anti-matter exists with every matter. Anti-matter has equal mass but everything else such as electric charge, is opposite to that of matter. When matter and anti-matter meet, it causes pair annihilation of particles/anti-particles, and disappear by emitting energy. Then in our universe, why do particles and anti-particles not disappear, and matter produces stars?
If particles (matter) were made in the high energy conditions of in the early
universe, anti-particles (anti-matters) must have been made at that same time
too. Perhaps we accidentally live in the area where particles have gathered,
and maybe somewhere in the universe is an area where anti-matter has gathered.
However, no such areas have been found, and it is theoretically hard to think
that such area exists. So this question of why we are living in the world where
only matter exists is being hotly argued in present cosmology and quantum theory.
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Pair Production
The singular Point
Inflation
