> One key to understanding what keeps the spacecraft and its instruments safe, is understanding the concept of heat versus temperature. Counterintuitively, high temperatures do not always translate to actually heating another object.
> In space, the temperature can be thousands of degrees without providing significant heat to a given object or feeling hot. Why? Temperature measures how fast particles are moving, whereas heat measures the total amount of energy that they transfer. Particles may be moving fast (high temperature), but if there are very few of them, they won’t transfer much energy (low heat). Since space is mostly empty, there are very few particles that can transfer energy to the spacecraft.
So space has high temperature, but since matter is far apart the temperature isn't transferred very much.
The effective temperature of a vacuum is the temperature of whatever is on the other side, because that determines whether radiated energy is emitted or absorbed. For most of space, the "other side" is the cosmic microwave background, which has a temperature of about 3K. So yes, space is generally pretty frickin' cold.
(Natural) convection doesn't work in free-fall. That includes the Vomit Comet[1], the ISS, the Apollo capsule between the Earth and the Moon, and so on.
Fans/blowers can drive covection artificially, though.
Convection (natural or artificial) doesn't work in the absence of a convecting fluid, even when not in free-fall.
(FWIW, the slinky stuff is also really cool; weight -- in the contact[1] sense but not in the mg sense -- is dissipational, and it's nice to see that demonstrated, so I'm glad your comment caught my attention.)
> space does not feel cold
If any part of you which you expose to space (if it's shielded from solar heating, etc.) is moist -- your skin, your eyes, your tongue, the insides of your nose -- you will feel that part getting cold very quickly thanks to evaporative cooling, which works very well in free-fall and in the absence of a convecting fluid.
Normal convective cooling (think your computers CPU or your phone's backside) or evaporative cooling (sweat on your skin, discardable heatsinks) work by transferring heat to some medium. In case of CPUs you do it twice, once from CPU to metal and then from metal to Air to get a larger cooling surface.
In space you don't get that, or atleast not without having it be expensive af. The only way to loose heat energy is by radiating it away naturally (infrared light that our bodies like to emit carries heat away from our body).
This is very slow and requires a very different cooler design and some design metrics overall (if your CPU points it's heat surface at some other components of the craft, that component might overheat due to that).