Mechanical waves require a medium for the transfer of energy to occur. For example, water waves are mechanical. Tsunami waves released after an earthquake transfer the energy of the quake to distant shorelines. Sound waves are another type of mechanical wave. They are compression waves that have a frequency between 20-20000 hertz and travel at an speed of approximately 340 m/sec at room temperature. Different substances carry compression waves at various speeds; metals carry it faster than water which transfers it faster than air. As a mechanical wave travels through a medium, it loses energy to the medium. The molecules in the medium are forced to vibrate back and forth, generating heat. Consequently, the wave can only propagate through a limited distance. When this event happens, we say that the wave has been damped. Damping can be observed by the fact that the wave's amplitude has decreased.
Non-mechanical waves do not require a medium for the transfer of energy to occur. The only type of non-mechanical waves are electromagnetic in nature. They can travel through the vacuum of space. Light from distant stars travel hundreds of thousands of millions of years to reach us. Although the electromagnetic radiation spans a large spectrum of wavelengths and frequencies, all electromagnetic radiation travels through a vacuum at 3 x 108 m/sec.