Heat can be transferred from one object to another in 3 different ways.
1) Conduction : This is the mode of transfer of heat through solid medium.
Example : A metal rod getting hot when hold over a flame.
2) Convection : This is the mode of transfer of heat through liquids
Example : Boiling of water.
3) Radiation : This type of heat transfer does not require any medium.
Example : When we stand close to a campfire, we feel warmer. Here the heat travels through air.
In the given problem, when a person gets into a car with hot black leather, his skin comes in contact with the hot object. Here the heat gets transferred through the skin which is a solid medium.
Therefore this is an example of conduction.