Let's start with a Reltivitistic Classical Theory first, the theory of electromagnetic fields.
One of the most important contributions to physics that has shaped the way we think of continuity and actions was Maxwell's formulation of electromagnetism.
Essentially he gave us a few equations that dictate how objects interact while being, what seems as, at a distance.
Einstein helped answer that question about classical gravity and questioned entangled armed with this concept of action at a distance.
For intuition, I shall stick to the vacuum case.
Maxwell says that:
$$
\begin{align*}
\nabla \cdot \mathbf{E} &= 0, \\
\nabla \cdot \mathbf{B} &= 0, \\
\nabla \times \mathbf{E} &= -\frac{\partial \mathbf{B}}{\partial t}, \\
\nabla \times \mathbf{B} &= \mu_0 \epsilon_0 \frac{\partial \mathbf{E}}{\partial t}.
\end{align*}
$$
What this means is that:
- The magnetic field and the electric field do not just randomly pop into existence, and in fact, in the vacuum, there are no sources of these fields.
- The electric and the magnetic field are very closely related and one generates a curl in the other.
Now these two points are incredibly important and helped us not only understand that the electric and the magnetic fields are components of something bigger, but they gave us a symmetry, a very deep and interesting symmetry that today bears the name electromagnetic duality, which has to do with the exchange of E and B under a sign change for E (in natural units that is)
Now this might first direct people to think of more modern ideas like dualities of strongly and weakly coupled theories, S-duality, etc., but in reality, this hides the fact that the electric and the magnetic fields are the same sort of thing.
Now we kind of understand how they behave in a vacuum, but what are they?
There are many ways of thinking about them, and the answers can go from very mathematical, which is probably a safer approach, as after all we are trying to express a physical universe with mathematics up to description, allowing for different interpretations, a common trope found through physics.
So an electromagnetic wave can be thought of as an electric field with contributions from its motion that appear as the magnetic field. The magnetic field does no work, and it only acts on moving particles, meaning that our electric and magnetic fields individually are not the same across reference frames. This is very peculiar as it means that energy is not a Lorentz invariant.
But What is an Electromagnetic Field?
Well, it is a combination of the electric field generated by an object's charge, and the magnetic field due to the change of said electric field through time. It is a spatially connected carrier of information, that affects charged particles and travels at the speed of light.
What is an Electric Field, and what about about vacuum?
Now we can be a bit more specific. Well, the electric field is the physical realization of a charge. A charge q, when viewed from an experimental standpoint acts on other objects, stores electromagnetic energy, etc. via its field. The vacuum case is just considering this "signature" of an object's charge and charge distribution without the physical object.
Quantum Theory
In a quantum theory, where these fields are quantized, this idea is reduced to a quantum, as the name suggests, that carries this information about the particle. What we have described thus far is a photon, the massless vector gauge boson responsible for interactions between charged particles.
Such a particle, armed with the uncertainty principle in time and energy, allows for vacuum polarization, for creation and annihilation of particles, and allows for radiation, and other quantum phenomena that shape the world we live in.
I hope this is a rough overview that is satisfactory, but feel free to ask any questions or give any comments.
For more reading see the following:
Electroweak Interactions
Theory of Electromagnetic Fields