Some thermometers are made with mercury, a metallic liquid that reacts in a very specific way to changes in temperature, and is therefore ideal for use as a temperature measuring tool.
Warning
Mercury is a great tool for measuring changes in heat, but it is a dangerous material on its own. To that effect, some states even have limits or bans on the sale and use of mercury thermometers. The problem is that mercury in high concentration is poisonous to humans, wreaking serious havoc on the immune system or causing memory problems.
Effects of Heat
All matter, be it a solid, liquid or gas, is made up of atoms--extremely tiny particles. These particles all behave similarly with different levels of heat. One of the most well-known examples of this is water: at a certain point, 32 degrees Fahrenheit, it freezes and turns into ice; at another point it boils and begins to turn into gas--212 degrees F. As water gets colder, its atoms slow down, eventually coming to a stop to form ice. As it gets hotter, the atoms start moving extremely fast, eventually turning into a vapor. Mercury behaves similarly, although its freezing and boiling points are very different from those of water.
Mercury
Mercury can go colder and get hotter than water while remaining liquid. It is a sort of strange kind of material, as in its liquid form, it does exhibit some properties of solids: it beads together and rolls into a ball. When it heats up a little, it expands a little. This is what makes it perfect for thermometers; it's extremely sensitive to changes in temperature. Because it expands at a predictable rate, you can set the thermometer to specific increments.
Thermometers
The second key part of the thermometer is the glass tube. It's a thin straw-shaped piece of glass with a bulb at the bottom. The mercury pools in the bulb, but when it heats up, it expands. Because it can't expand through the bottom of the bulb, it is forced up the tube. That expansion, caused by the atoms flying around faster and taking up more space, is what makes the thermometer work.
Identification
Mercury thermometers are very distinctive. Mercury is a silver liquid, and if you look at the bulb at the bottom of the thermometer you will see a silver pool. If you can see a red, blue, green or any other colored liquid in the bottom of the bulb, then it is likely made with another liquid. Alcohol is another material which is less dangerous than mercury, and has similar reactions to heat and cold, and most modern thermometers are made with alcohol instead of mercury.