So imagine you have a door with a lock. When you turn the key one way, the door locks and nobody can come in. When you turn it the other way, the lock opens and people can come in.
A thermal diode is kind of like a lock for heat. When heat is coming from one side, the thermal diode lets it pass through easily, just like turning the key to unlock the door. But when heat is coming from the other side, the thermal diode stops it from passing through, like turning the key to lock the door.
This can be really useful for things like electronics and energy generation, because sometimes you want heat to flow in one direction but not the other. The thermal diode makes sure that only the heat you want gets through, just like the lock on your door makes sure only the people you want come in.