Have you ever used those moving walkways at an airport? If so did you notice the little bit of energy needed to keep going the same speed relative to the ground as you get on? Now imagine an infinite number of them lined up.

You would feel as though you were walking normally but someone on the ground besides the track would see you accelerating and burning calories to do it. That's what happens to photons as they travel through expanding space. They lose energy, shifting frequency towards the red.

And it's not just photons, other particles: hydrogen ions, stars, bullets ect also lose energy when moving through expanding space. It's one of the main causes for the universe to cool over time. And it's why things fall to the ground when released.

@CodysLab I don't think you would feel like you were walking normally. It would feel like trying to make your way to the front of an accelerating train. You'd feel like you were being pushed toward the rear of the train.

@CodysLab If photons lose energy as they travel, do they also lose mass?