It is a very common requirement to use sample points to make heat force diagrams. The Heat force diagram can give the map reader intuitive information, and here's a look at how to make a nice heatmap in ArcGIS Pro.
1.
Getting the sample data ready is, of course, much better. I use the global seismic point data, which has about 21w+ data volume. Data like this can be obtained from a number of websites that provide public data, such as the USGS.
2.
Using the density analysis tool in ArcGIS, you can generate a density raster directly from point data, and the tool is located under the Arctoolbox--spatial analyst--density toolset. Here I used the Kernel Density.
3.
Make a thermal ribbon of your own, with a transparent color at the edge of the color, which gives you a "feather" effect.
After applying the Ribbon:
If necessary, you can further set the transparency for the layer:
Heatmap of feathering effect