And we are all governed by the prevailing laws of physics that relate matter and energy. Calories are a measure of energy, and matter cannot be created without energy input. Arguments against the fundamental role of energy balance in weight regulation -- against calories in versus calories out -- are arguments with Isaac Newton. Folks, nobody wins an argument with Isaac Newton!
There are, once we are done growing up, three ways we burn calories: physical activity, the generation of heat and just existing. There are technical terms for the second and third: thermogenesis, and resting energy expenditure (sometimes referred to as basal metabolic rate). What should be noteworthy right away is that you are not in charge of two out of the three!
You can choose how much exercise to do. But you don't get to choose how thermogenic you tend to be, and that can matter quite a lot. Like exercise, thermogenesis accounts for roughly 15 percent of total energy expenditure on average, but there is lots of variation on the theme of average. People who generate more heat from calories have fewer available with which to make fat. They tend to be people who can eat a bit more, and stay thin anyway.
There ya go! That's your health info for the day! :)