P.S.D matrix is convex?

Question

Would any body explain me why a positive semidefinite matrix is a convex cone? how can we assume that a matrix is a cone? It is easy for me to think about e.g. two points which make a cone, but how about a matrix (or a vector)? As we know a cone is:"any combination as $x=\theta_1 *x_1 +\theta_2*x_2$ with $\theta_1 >=0$ and $\theta_2 >=0$ and a convex cone: any combination as $x=\theta_1 *x_1 +\theta_2*x_2$ adds a constraint $ \theta_1+\theta_2 =1$. Sorry, I'm new to convex.