Some parts of space are hot and then some parts of space are very cold.
In space the temperature can get as low as - 445 F degrees which is minus 455 F degrees and that is very cold and you wouldn't survive in those cold temperatures without the proper protection.
Just like on earth the outer space can be very hot or very cold but here on earth it doesn't get as cold or hot as it does in space.
The gas between the stars, as well as the solar wind, both seem to be what we call "empty space," yet they can be more than a thousand degrees, even millions of degrees.