NASA's Voyager Found a 30k-50k Kelvin "Wall" at the Edge of Solar System

It’s very odd to think of something extremely hot but with almost no density, and therefore very little heat transfer.

That's actually most of space. Space is a very hot environment, especially where we are so close to the sun. Think about it. When you stand outside in the sun you heat up. All that heat is coming from the sun. But a lot of it was filtered by the atmosphere, so if you're in space near earth it will be hotter than standing at the equator on a sunny day, in terms of radiation.

Then there's the fact that heat is very difficult to get rid of when in space. The ISS's radiators are much bigger than its solar panels. If you wanted to have a very-long eva spacesuit you'd have to have radiators much bigger than your body hanging off of it. Short evas are handled by starting the eva with cold liquids in the suit and letting them heat up.

All of the mockups of starships going to Mars mostly fail to represent where they're going to put the radiators to get rid of all the excess heat.

See also: "let's build data centres in space, it's cold up there!"