The photons would directly excite the molecules in your body.

There's convective and radiative heat, while the first one needs some medium to transmit energy (air...), the second one simply beams it onto you

Temperature is how much movement there is at the molecular or atomic level(depending on how you are measuring.

There is a lower limit, but no upper limit on how much heat can be measured.

This is the basis of the Kelvin scale and starts at absolute zero or the temperature at which all movement (energy) stops

Air is a medium. Flowing air is a decent heat exchanger, still air is bad at it

Okay, thank you. I’m not a very smart man, and had always wondered how planets can be heated by the sun but not space itself. It never occurred to me it’s because of the vacuum of space that keeps it cold.