Internal energy U is the sum of all the energies of the molecules of a system. For an ideal gas it is only the kinetic energy of the molecules, so it depends on temperature alone. It is a function of state: the change ΔU does not depend on the path taken.
The first law of thermodynamics is the conservation of energy for heat and work. Heat Q supplied to a system goes partly into raising its internal energy and partly into work W done by the system on its surroundings.
In an isothermal process the temperature stays constant. In an adiabatic process no heat enters or leaves, which happens when a change is very fast or the system is well insulated.