When a bicycle rider puts on the brakes of a bicycle, friction cause some of the mechanical energy to change into what type of energy?

Whenever friction gets ahold of energy, the only thing it can produce is heat.

Put on the brakes of a bicycle or a non-electric car, and the friction of the
brakes turns some of the kinetic energy of the bike or the car into heat.

Drop a space capsule through the atmosphere, and the friction of the air
turns some of its kinetic energy into heat.  That's why space capsules
that are going to come back have heat shields on them.

Drop a stone through the atmosphere, and the friction of the air turns
some of its kinetic energy into heat.  If it's going fast enough and gets
hot enough, we see a meteor ("shooting star").

Rub two sticks together, and the friction of their bark turns some of
their kinetic energy into heat.  Rub fast enough and you can use them
to start a campfire.

All are great precautions but you can still lift lighter and different muscles in between hard workdays. this keeps other muscles not usually used in shape.