There are a lot of great comments here, but I have a few ideas that might be helpful. First, I would say not to worry too much about building the most “correct” model in your head to understand things. There are lots of ways and models to understand physics, and almost all of them fail sometimes, so all that matters is picking the correct models for appropriate situations. Second, a lot of confusion in physics comes from how certain ideas were developed over time, and I think that’s part of where your confusion comes from. The first solid theory of EM radiation comes from classical electromagnetism, in which electric and magnetic fields permeate all of space (meaning that every point in space has a magnitude and direction for each field) and are affected by each other and by charges according to Maxwell’s equations. Variations in these fields can propagate through space as waves, and the variation over time is described by the wave frequency and the variation over space by the wavelength. So waves and wavelengths make sense in this classical theory, because there is a continuous medium that fills up all of space (the electric and magnetic fields) and a wave is just a periodic variation through that medium, analogous to a wave in water. However, this classical theory isn’t very correct, and in turns out quantum mechanics is necessary to describe some electromagnetic phenomena. One such quantum mechanical idea is that of photons. The simplest theory of photons would be that they are discrete, individual packets of energy which make up EM radiation. Like all quantum mechanical objects, they can have both particle-like and wave-like behavior depending on the circumstance. In situations where a photon is displaying more particle-like behavior, such as with the photoelectric effect where the energy of each photon determines whether current is produced, the photons do not really have any wavelength or frequency to speak of. In situations where they are acting more like waves, such as through the interference patterns found by shining light through two slits, it is no longer useful to think about individual photons going through one slit or another light particles, but it is clear that they have some wavelike nature that allows them to go through both slits and interfere with themselves. Analyzing these interference patterns you can determine the wavelength of the waves that could produce such an interference pattern, and this is the wavelength of the light.