We feel warm depending on how much energy we absorb from the sun. Heavy things like metal and pavement (in physics they have a lot of mass) can get very hot on sunny days because they can absorb (and hold) a lot of energy from the sun. Air gets hot too, becuase it absorbs solar energy,but not as hot as pavement because it is not as heavy. In space there isn't anything, and not even any air to absorb energy. Without anything to absorb energy from the sun it is very cold, in fact much colder than here on earth.

The depths of space, specifically in the regions beyond our solar systems and in between the stars, are the coldest naturally occurring areas in the universe of which we are aware.The temperature in these areas of space is about 3 degrees Kelvin (about -454 degrees F). This very close to what is known as "Absolute Zero" or zero degrees Kelvin (about -459 degrees F). Absolute zero is the point at which atoms will essentially stop moving - it is, in some sense, a theoretical limit to how cold things can be. Given the vast distances between stars in deep space, one might wonder why the temperature between them is at 3 K and not much closer to, if not actually at, absolute zero. The reason, physicists believe, is that there is still residual heat from the Big Bang (left in the form of radiation). It is that radiation that is keeping the universe at 3 K, although, as time continues, that temperature will continue, albeit very slowly, to decrease.

its very cold in space. its warmer here because the planet is surrounded by a thin (~10 miles ) atmosphere that acts like an insulating blanket...
without that blanket, baby, you would freeze your buns off.

Good question. Earth is "cool" planet even though it is relatively close to the sun. This is because Earth has an atmosphere. That is, our atmosphere helps deflect some of the sun's rays. But the atmosphere also helps ot trap heat and moisture as well. In space, the heat and light dissipates , so it is very cold. In fact, even high in ur own atmosphere, it is quite cold.
You can find out lost more about this by researching the layers of the atmosphere and checking out some of NASA's websites. Dealing with the extreme temperatures of space is one of the biggest challenges to human space exploration and even the space station project.
P.S. Having lots of questions is a good thing (it is the opposite of "dumb!")-- when you don't have questions, it means you aren't thinking about stuff or taking charge of your own life! So keep asking questions!

If you're in space orbiting the Earth facing the sun, its super-hot because the sun's rays are not blocked at all by the air surrounding the earth. I'm not sure how hot but for sure you'll be roasted. But then when you're in the shadow, or far away from the sun, it gets super-cold, like 500 degrees Farenheit below zero.

This a very good question actually.

First, there are three main methods of heat transfer: radiation, convection, and conduction. An example of radiation is sunlight. When you are out in the sun you get warm because the sun is shining on you and absorb heat from the light hitting you. You get sunburned if you absorb too much ultraviolet radiation which is energetic enough to damage skin cells. Normally we don't notice radiation unless we are near something hot (like a campfire) because most everything is at room temperature so there isn't much exchange of radiation.

An example of convection is wind chill. The wind blowing on you causes more heat to be transfered from you to the air than if the air is still.

For conduction, imagine touching a piece of metal at room temperature. It feels cool because heat is easily transfered from you to the metal. If you touch a piece of plastic it doesn't feel as cool because, even though it is at the same temperature, it doesn't
cause heat to be moved from you to the plastic as easily. People can walk on hot (wood) coals because they don't have a lot of heat capacity, so, even though they are very hot, they don't have a lot of energy to transfer to you and cause a burn.

Now, let's say that if we lose heat from our bodies quickly that our environment is "cold". If we get heated by what's around us then it is "hot." If we jump into the ocean, it feels cool because the water is colder than our bodies and because water conducts heat away from us very easily. You can die much more quickly in cold water
than in cold air because it is much easier to lose heat to the water than to the air.

So what happens in space? You are a person at a temperature of about 37 degrees Celsius (around 100 F). There is very little matter in space so you can't gain or lose heat from your surroundings via conduction or convection. That just leaves
radiation. You emit radiation from your body and it just goes off into space. No radiation comes back because there is nothing around you that is radiating. This means you lose heat to space and you cool off...unless you are facing the sun. In that case, the sun is shining on you full blast with no protection from the atmosphere at all. So you would absorb a lot of heat from the sun. So what do you think? Is space "cold" or "hot?" How do you think satellites are designed so that they don't heat up too much if the sun is shining on them and don't cool down to much if it's not?