If by 'keep on going' you mean do things, like work, then it is energy that keeps it 'going'.
Energy has some funny properties.
If you have a box divided by a partition, where one side has a more energetic gas than the other side, the partition will be accelerated, and move. That is an example of doing work ( much like the pistons moving in your car's engine let you travel down the road )
When the gas on both sides of the partition has equal energy, obviously the partition will stop moving, and no more work can be done.
Notice that the total gas still has energy, but it is the difference in energy that allows work, and processes to happen.
So, we have useable energy, which can do work, and un-useable energy which cannot.
We call this process, of converting useable energy into un-useable, entropy.
Entropy can also be a measure of the 'order' of a system, which means that, although it can be reversed locally ( life is proof of that ), it must always increase globally. That is where the idea for the 'heat death' of the universe comes from. Once entropy of the universe is maximized, and there are no more energy differences, all work and processes will cease, and the universe will essentially be dead.
This is a rather simple explanation, which is, hopefully, suitable for your level of understanding.
If you should need elaboration, don't be afraid to ask.