With knowledge of what an e-cigarette is, how they work is very easy to understand. The battery supplies electricity to the coil of wire, and due to its resistance to the flow of electric current, it gives off heat. If you have a coil without a wick inserted and completely free from e-liquid, it literally glows as a result of this heat.
When it’s in contact with a wick that’s soaked in e-liquid, the heat given off by the coil is transferred to the e-liquid. The liquid can only take so much energy before it’s vaporized, and this is what users inhale. This process can be understood by thinking of one individual droplet, amid the sea of droplets in the e-liquid. Like a water molecule in a boiling pan, it eventually gets enough energy to free itself from its weak bond to the others and rises up.
The “vapor” is actually a collection of tiny liquid droplets, so it should technically be called an “aerosol.” That hasn’t really caught on, though – “vaping” is a good word; “aerosol-izing” (or something) doesn’t have the same ring to it.
When liquid has been “vaporized” (you know, “aerosolized”), this dries out the wick a little. In many e-cigarettes, the wick is in constant contact with extra e-liquid, so any vaporized e-liquid is immediately replaced.
If it isn’t, or if the reservoir of extra liquid is empty, the wick will slowly dry out. If you continue to try and vape, the temperature will increase (because there is no liquid to absorb the energy given off by the coil) and you might burn the wick. If there’s a small amount of liquid left, this may lead to a “dry puff,” where the liquid is overheated and starts to taste really nasty. This is basically the e-cig’s way of telling you to fill up your tank.