Plastics fall into two groups, one of which, when heated, becomes flexible; the other (when heated) remains rigid.
This slide helps us understand why. Plastics are made up of really long chains of molecules, but can you see the difference between these two drawings? Both have long chains of molecules but the bottom one has links between the layers which makes it stronger and less easy to bend compared with the top one which is more bendy. This means that when heated the top one is easier to bend whereas the bottom one stays rigid.
Which one do you think is thermoplastic and which one is thermosetting - the top one or the bottom? The top one is thermoplastic and the bottom one is thermosetting plastic.