@answeringAnswering to @Media's comment about why there are many local minimasminima: http://www.chm.bris.ac.uk/pt/allan/elevels.gif
Consider, your randomly initialized weights to be belonging to energy level E4 in above image. Clearly, E1, E2, E3 have lesser energy. So all these 3 levels are minima w.r.t. E4. Now, with neural networks ,your your learning algorithms is such that it is guaranteed[yes [yes, mathematical guarantee] to take you to a lesser energy level. The trouble is you don't know which lower state it will put you into. But, oh, lower, it will be!