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.

Massive objects compress space so when moving away from something big like the earth space expands and that extracts energy from an object; Baseballs slow down light red-shifts ect. The reverse, moving towards the massive object, gives energy because space is contracting.

@CodysLab I can't recall which science youtube channel covered this, but there's also scattering effects with the cosmic microwave background, which gets massively blue-shifted in the direction of travel, limiting the top speed of cosmic rays.