A thermal bridge is any point in your house's shell where the
insulation... is interrupted. At this point there is usually a
material with very high thermal conductivity (i.e. it transfers heat
very easily) connecting the inside of the house with the outside
environment.
In Greek houses, the number one culprit is reinforced concrete. Concrete is an excellent heat conductor. When the builder places
insulation (e.g. DOW) only between the bricks and leaves the columns
and beams "bare", they have just created a huge thermal motorway.
The heat from your radiator is... smart. It works like water:
it always seeks the easiest route to escape. Instead
of fighting through the insulated wall, it "runs" towards the bare
concrete column and exits immediately!