The space between the stars is not empty, but full of gas and dust. In fact, the net mass of the interstellar gas in the Milky Way galaxy is about 10 - 20% of the net mass in stars. Like the matter in the Sun and most stars, the interstellar gas is composed mostly of hydrogen (about 70% by mass), helium (about 29%), and just a trace (about 1%) of heavier elements such as carbon, nitrogen, oxygen, silicon, iron, etc. -- the stuff the Earth and your bodies are made of.
This gas has a wide range of physical conditions. Half of interstellar space is filled with diffuse interstellar gas, having atomic density ranging from about 1 - 100 atoms/cm
3. Most of the diffuse gas has temperature of about 100 K (= -280?F).
http://cosmos.colorado.edu/stem/courses/common/documents/chapter9/l9S1.htm