They are not winds in an earth bound sense. They are charged particles released by stars, and are plasma made of electrons. They are projected outwards by reactions in the star, and essentially vibrate their way through space. They do not "blow" like air molecules moving on earth.

Stellar winds are jets of charged particles from the star. They're the same as Solar winds, it's just that "stellar" is the generic term whereas solar is only the sun.

They're not winds as in the movement of air. We call them that because they move in ways analogous to wind.

Space is not a perfect vacuum, in terms of having no matter present whatsoever. It's a strong vacuum, in that is has much much lower pressure than on Earth (where we have a lot of very dense atmosphere causing that pressure).

Different areas of space have some amount of matter, with different amounts and kinds of matter in different kinds of environments. Stars, like our Sun, generally have winds of plasma that is, in a vague sense, boiling off of the star and flying off into space (at hundreds of kilometers per second!). Interstellar space (areas between stars) also has matter throughout: a combination of gas, plasma, and dust, but all very thin. This interstellar medium (ISM) is actually my research specialty as an astronomer. The typical density of the matter in the ISM is something like 1 particle (an atom, molecule, ion, or free-floating electron) per cubic centimeter. For comparison, Earth's atmosphere is roughly 10^(19) (10 billion billion) particles per cubic centimeter. So the ISM is 10 billion billion times less dense than the air we're used to!

All this ISM stuff is moving around. It's orbiting around the galaxy (just like all the stars), and it's mixing around because of turbulence and other effects. And even though it's all so thin, there's still a lot of variation between different locations: there's hot regions (1 million degrees!) with low density plasma, warm regions ("only" 6000-10000 Kelvin/Celsius) that can be gas atoms or plasma (or a mixture), and cold regions (less than 100 Kelvin or -200 Celsius) with gas molecules. So you can get all kind of complicated and interesting interactions, like hot gas crashing into clouds of cold gas, or blast fronts from old supernova explosions plowing through areas of warm gas (making it hotter and more compressed).

Space is not a perfect vacuum, it is just a system with very low pressure. You will find atoms even between galaxies.

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The solar wind is particles that is ejected from the sun and move away from it in all direction in space. There is very little interaction between the particle not like on earth where there is quite a lot of interaction. So wind is a bit of a metaphor. The solar wind is more like the sun spraying out particles in all directions.

The solar wind does interact with other stuff in the solar system. It is in large part charged particles and some will be redirected by earth's magnetic field. Northern/Southern light is a result of the interaction with the solar wind and the top of our atmosphere

It'd probably be more intuitive to call it "stellar spray".

"Wind" implies that there's already a medium hanging around, and "wind" is just what we call it when it starts to move around. That's not really what's going on. There is no medium quite like that in space (I mean, technically there is, but the absolutely miniscule amounts of it is not what stellar winds are made of).

What stars (like the sun) are doing is basically sneezing particles outward in all directions at all times. Like when you see a person sneeze in just the right light and you see the spray of droplets fly out into the air. There is a kind of flow to it, like wind currents, but it's not a flow of stuff that was already there, it's a cascade of stuff being ejected out from a source.

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