I would like to first clarify - the temperature of space is not quite absolute zero, meaning zero on the Kelvin scale, written as 0 K. This temperature is equivalent to -273.15 degrees Celsius, and -459.67 degrees Fahrenheit.

Absolute zero is defined as the temperature at which there is essentially no movement from any particle, translational (moving in space up/down, left/right, forward/back) or vibrational (vibrating in place).

The baseline temperature of space, in other words the background temperature of space, is technically 2.7 K, which is still very low compared to any natural temperatures we deal with! This temperature is measured as the temperature of the background radiation in space from the Big Bang. This background radiation is radiation that cannot be assigned to any source that we know of such as stars, etc. You can think of this radiation as a kind of "leftover" from the Big Bang. Apart from this radiation, there is not a lot of movement of any kind in outer space, partly because there are very few particles per unit volume.

In interstellar space, the space between star systems in a galaxy, there are only a few hydrogen atoms per cubic feet in the least dense areas! That's why space is so cold - temperature, as we know it, is just a measurement of how fast very small things (the particles that make up everything) move on average, and there are just not many things in the regions of space not near stars, planets, or other types of objects. Hope this helped!