The energy loss in a transformer is called 'copper loss.
Copper losses: Primary and secondary coils of a transformer are generally made of copper wire. These copper wires have resistance. When current flows through these wires, a part of the energy is lost in the form of heat. This energy lost through the windings of the transformer is known as copper loss.
This loss can be minimized by using thick wires for the windings. Use of thick wire reduces its resistance and therefore reduces the loss of energy as heat in the coil.