* Sunlight is a form of light. Light is a form of electromagnetic radiation, and it travels in waves. In space, these waves travel uninterrupted, without being scattered or absorbed by the atmosphere like they are on Earth.
* Sunlight is what creates the feeling of warmth. In the vacuum of space, there is no air to heat up, so even though sunlight is present, there is no feeling of warmth.
So, while there is light from the sun in space, it doesn't create the same "sunshine" experience we have on Earth.
