Well it looks like you guys pretty much handled most of it, light is made up of small packets of energy called photons, and these photons behave similar to an electron. Because of E=MC^2, obviously has no mass, it is composed entirely of energy. I believe the photons have a spin, which is what causes their wavelike behaviors. Electromagnetic waves do not need a medium in which to travel, but sound waves do. Radio waves, not to be confused with sound waves, are electromagnetic waves.
Light is affected by gravity because of the curvature of space apparent in the presence of gravity.
Light is affected by gravity because of the curvature of space apparent in the presence of gravity.