The first danger is the pressure drop

Space has almost no surrounding pressure. If a person were suddenly exposed to it, air in the lungs would expand and rush out. Trying to hold a breath would be dangerous: expanding air could damage the lungs. This rapid loss of pressure—not a blast or an instant freeze—is the immediate physical shock.

Some moisture can start to boil

At very low pressure, water boils at a much lower temperature than it does at Earth’s surface. Moisture on exposed surfaces, such as saliva on the tongue, can therefore begin to vaporize. Gas dissolved in body fluids can also form bubbles, a process called ebullism. But the body would not burst or boil solid through: skin and other tissues contain the fluids and help resist the pressure change.

The urgent consequence is loss of oxygen

With no air to breathe, oxygen stops reaching the brain. A person would lose consciousness within seconds; lasting exposure would cause severe injury and death. The body would not instantly freeze, either. Space can ultimately draw heat away, but without air to carry heat, that process is not immediate.

So the unnerving first moments are less cinematic than a body exploding: air escaping, exposed moisture vaporizing, and the brain rapidly running short of oxygen.