Weathering is the process by which rocks are broken down by environmental elements, organisms, etc. Weathering by thermal stress is a common type of weathering. This occurs due to temperature changes.
One example of this is the storage of water (possibly from rainfall) in a small crack in a rock. Some time later, when winter sets in and the temperature falls below the freezing point of water (0 degrees Celsius), the stored water will freeze. As we know, ice occupies more volume than liquid water; that is, water expands on freezing. This means that the freezing of stored water will force the crack to open up more (to make space for the ice). When the temperature rises above the freezing point, this ice will melt, thereby relieving the crack of the force. When this process of freezing and thawing takes place frequently, the crack become wider and weathering takes place.
Hope this helps.