-- If it's a toaster oven or the oven in an electric stove,
then it changes to thermal (heat) energy inside.
-- If it's a microwave oven, then it changes to light energy
when you open the door and the light goes on, also to
mechanical energy to turn the turntable, also to electromagnetic
(radio-wave) energy to do the cooking.
Notice that the microwave oven does NOT use heat to do
the cooking. It just shoots radio waves into the food, and
when the radio waves hit the water and fat molecules in
the food, those make the heat.