why to leaarn oops
Your transformer is 24VAC. Its peak voltage is 33.9V and the rectifier bridge drops it to about 31.9V which is way too high for a 12V regulator.
If the regulator has a current of 0.5A then it will heat with (31.9V - 12V) x 0.5A= 9.95W. It would need a pretty big heatsink. Without a load it should not be hot, just barely warm.
Try half the transformer, 12VAC. Then the peak voltage is 17.0V and the rectifier bridge reduces it to 15V which is close to the minimum allowed input voltage for a 7812 so the filter capacitor must have a pretty big value to reduce the amount of ripple.
If the current is 0.5A then the 7812 heats with (15V - 12V) x 0.5A= 1.5W. It would need a small heatsink. It will not be warm without a load.
The 7805 also heats with the voltage across it times the current through it.
The capacitors at the outputs of the regulators should be at least 0.1uF as shown on the datasheets.