Well, think about photons. The electromagnetic field can cange the energy of charged matter, so it has to store energy. EM waves interact with matter and can accelerate or decelerate it, as evident from everyday life.
But let's think about it in a relativistic field theory approach. It is a change in perspective that you have to make, when you want to study a relativistic field theory. And, at speeds that approach (or reach, in the case of the photon) the speed of light, relativistic field theory is the way to go, so it's good to develop some intuition.
Let me start with a massive field, of mass $m$. Think about it just as a field, like the EM field: a law associating to each point in space a value, a vector or any kind of item. I will clarify the concept of the field "having mass" shortly. Now, in the simplest case (free field) we can say that the field has zero energy when it vanishes everywhere. Any excited configuration (nonvanishing field) has a positive energy. Consider a plane wave propagating: from the Lagrangian (I won't go into details), you have that the energy of this plane wave in relation to its impulse $p$ is
$$
E(p)=\sqrt{p^2c^2+m^2c^4}.
$$
Now, the group velocity of those waves (roughly speaking, the velocity at which an envelope moves) is
$$
v_g=\frac{\partial E}{\partial p}=\frac{p}{E}c.
$$
As it's obvious that $E>p$, this number is always smaller than $c$. The group velocity of this field cannot be greater than the speed of light, if you have a non zero mass. You can define the mass through the $E(p)$ relation.
This is for massive waves. Massless waves are different: for those, the dispersion relation is
$$
E(p)=|p|c.
$$
Calculating the group velocity as a derivative, you have $v_g=c$, massless waves move with group velocity $c$, the speed of light. But they still have energy, due to the fact that a wave configuration is a non zero configuration of the field. You can see this as a limit $m\to0$, even if this is not the most correct way to think about it. Massless waves always travel at the speed of light, and their dispersion relation is totally different from the massive dispersion relation.
Still, massless waves have energy, because they can interact with matter exchanging energy. So, in relativistic field theory, it's not strange at all to have massless energetic fields, as energy is a way to quantify your "energetic distance" from the vacuum configuration, when the field is 0 everywhere (and does not interact with other objects).
EDIT: to give an example about how the EM field accelerates objects in everyday life, we can go to nonrelativistic theory of interaction of light with matter. In this case one should really use QM, but we will stick with the classical model to give an intuitive example. You can describe a solid quite roughly as a set of electrons, of an effective mass $m^*$. You can mimic the interactions between electrons using a relaxation parameter $\tau$. Now, let an EM wave $\vec E$ hit the solid: the motion equations for the electron are
$$
m^*\ddot{\vec x}+\frac{m^*}\tau\dot{\vec x}=-e\vec E
$$
Now, with an oscillating wave you can try an oscillating solution, and find out that the electrons will oscillate around their initial position, with a damping. The electrons are accelerated, as they absorb enegy from the EM field.
This is the basic of the Drude model, that is described in every good book of statistical physics or solid state physics. This model explains macroscopic properties of a material by describing it microscopically and applying statistical tools. Now, the Drude model quite fails at low temperatures as it is based on classical mechanics, but its lesson is still valid: EM field interacts with an object, exciting (or accelerating, in a classical viewpoint) the charges inside the material and causing the conduction of electrical current inside the material and emission of photons outside of it, photons that will allow you to see the body when they reach your eye. You see accelerated electrons everyday when you $\textit{see anything}$: simply, you perceive them through the photons that they emit. But the emission of those photons is due to excitation (or acceleration) of the components of the material from external sources, like the massless EM waves that come from the Sun or a simple lamp.