You don't get cold in space

Not very quickly that is.

There is only a few atoms of hydrogen here and there in space thus convection and conduction do not take place.

The only thing to make you cold out there is irradiation because you are a warm body. This method of "heat loss" is horribly inefficient. Places such as Alaska and Russia would cause you to freeze much faster.

For further proof, the ISS has to expel heat through radiators simply because of its electronics or people living on it: https://www.nasa.gov/mission_pages/station/structure/elements/radiators.html#.Wt71CnNOk0M

This has been a useless space fact for the day.