Thermal damage is one of the four main damage types encountered in space combat, and usually shown with Red icons and missile tips.
Both Shields and Armor have a low average resistance to Thermal damage, with armor being slightly better than shields. Shield ~20%, Armor ~45%. These resistances may be increased with the appropriate active or passive Hardener modules.
Most Laser weapons do some degree of Thermal damage, although the proportion depends on the selected charge crystal. Some types of Projectile ammunition also do Thermal damage. All Hybrid weapons do some amount of Thermal damage.
Blood Raiders NPC Pirates commonly use laser weapons, and so can be expected to deal Thermal damage. Guristas and Serpentis Corporation NPC Priates mostly use hybrid weaponry, so they also deal out Thermal damage.
Tactically, Thermal is a good choice for one-type-fits-all combat, particularly against NPC ships, doing quite well against shields and adequately against Armor, so requiring no swap-over of charges, missiles or crystals. However, because of this, many pilots take some degree of Thermal resistance increasing equipment, and the more advanced Tech 2 ship variants, such as the Caldari Harpy have inbuilt Thermal resitances of 80% Shield / 86.25% Armor, so even though Thermal is so versatile, it pays not to be over-confident.