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We report on an investigation of student understanding of the first law of thermodynamics. The students involved were drawn from first-year university physics courses and a second-year thermal physics course. The emphasis was on the ability of the students to relate the first law to the adiabatic compression of an ideal gas. Although they had studied the first law, few students recognized its relevance. Fewer still were able to apply the concept of work to account for a change in temperature in an adiabatic process. Instead most of the students based their predictions and explanations on a misinterpretation of the ideal gas law. Even when ideas of energy and work were suggested, many students were unable to give a correct analysis. They frequently failed to differentiate the concepts of heat, temperature, work, and internal energy. Some of the difficulties that students had in applying the concept of work in a thermal process seemed to be related to difficulties with mechanics. Our findings also suggest that a misinterpretation of simple microscopic models may interfere with student ability to understand macroscopic phenomena. Implications for instruction in thermal physics and in mechanics are discussed. ©2002 American Association of Physics Teachers.