Why do convection currents form?
Heat can move by either conduction or convection in a fluid. Convection is actually an instability caused by a temperature gradient (difference) larger than can be supported by simple heat conduction. In convection heat is transported by mass movement (in addition to conduction which is like diffusion). Hot mass cells roll toward the cold side. (I am not sure gravity is needed, but it certainly helps when hot mass cells are less dense). An extreme case of convection occurs when a liquid boils. So convection currents form because one side is heated more rapidly than the fluid can remove heat by conduction.