Why Space Sucks

There's only one Earth.

Planets do not all have 1.0 earth gravity, a breathable atmosphere, life we can eat or understand, water we can drink, etc. Other planets may have other resources (gold, diamonds, rare metals, etc.) which are valuable... if you can get them back to Earth.

Space is a vacuum.

The only stuff you have out there is what you brought with you. Drinkable water, edible food, breathable air. If you run out, you're on a countdown to death.
You will not explode and or immediately freeze in a vacuum. You can survive in open space for as long as you can hold your breath (get the air out of your lungs first, lack of pressure will make it expand and that's no good at all). Still likely to get a nasty dose of radiation but having no air is the big danger.
Fun fact: You'll never get a whiff of it directly — but astronauts have long said that space leaves a distinctive residual smell on their suits. Though it varies with the teller, some say it evokes gunpowder, burned meat, and even raspberries.

Space is dangerous.

As if the lack of air and lack of pressure weren't enough, Space is also full of stuff that will kill you. Radiation, micro-meteors that punch holes in you or your ship, that sort of thing.
Ultraviolet, X-ray, and gamma rays radiating from stars will cause severe damage to your DNA. And no, you won’t get super powers…you’ll get tumors and experience organ failure. Get too close to the star and you’ll start to fry from the extreme heat radiating from the star.

Gravity is dangerous.

When people tell you that there’s no gravity in space, they are lying (or, at the very least, promoting a nasty rumor). There is gravity everywhere—planets, stars, comets, asteroids.
If you're too close to a massive object (like a star, planet, or moon), gravity will cause you to fall into the object. If you think collisions are deadly at low-speeds (20 to 100 mph) just wait until you're moving at light speed (about 670,616,629 mph).
Or you could just burn up in atmosphere if your trajectory calculations are wrong.

"You did everything right and you're still fucked."

Take Alien, for example. At least past the initial quarantine breach everyone acts sensibly on known information and they are still fucked. They split up to search the ship and hunt what they think is a rat-sized little tumor? Turns out it grew 50x in size in less than an hour. They followed a good sensible rule regarding how creatures grow but didn't plan for the rule to no longer make sense. Heroic guy goes into a tunnel with a flamethrower and a motion tracker to fight the alien, after setting up a sensible plan to trap and corner it? It's smart, it can climb on the ceiling, and it moves like lightning. Fucked again!