the simple forms of conservation you probably learned in school are not entirely accurate. you probably learned that neither energy not matter can be created or destroyed; whatever you do, the mass you begin with will be the same as the mass you end with, and the same is true, separately, for energy. that's not actually true; mass can be converted into energy, and vice versa. the correct form of conservation is that the combined mass-energy is constant. mass can be destroyed, but only if a proportional amount of energy is created. the coefficient of that proportionality is the square of the speed of light. that's what E=mc² means. that's how nuclear weapons work, and why they're so powerful. c² is obviously a pretty big value, so when a small amount of matter is destroyed, it creates a large amount of energy

similarly, energy can be converted into mass, but doing so makes it much "smaller." c² units of energy will become 1 unit of mass. and mass, of course, interacts with space-time