Article in the CERN newsletter "symmetry breaking" has the following statement: "Neutrinos are often the first particles to bring news of events in space to Earth, beating even light.". What does this mean?
They are probaby talking about supernovae, like how SN1987A was first detected by neutrinos before the light arrived. In that case neutrinos and photons are both produced in the core of the supernovae explosion, but they have dense clouds of gas to get through before they get to empty space and travel freely to us. Since the neutrinos are weakly interacting they can pass through the gas cloud much more easily than the photons and so break free earlier. In a fair race photons beat neutrinos (this was confirmed when the whole OPERA fiasco got sorted out).
Here's the reported article on the neutrino detection which has the phrase. To answer your title, neutrinos have a very small mass. They don't carry charge which makes them invulnerable to EM radiation. But, they still interact with charged particles such as electrons, protons and muons. Fast neutrinos can interact with electrons in some medium (like water) and cause them to emit Cerenkov radiation (as a consequence of breaking the light barrier in water). Maybe that's why the neutrino observatories are placed in ice caps.
There are several Wiki articles addressing this early warning...
In the current model the neutrinos are emitted well before the light from the supernova peaks, so in principle neutrino detectors could give advance warning to astronomers that a supernova has occurred and may soon be visible. The neutrino pulse from supernova 1987A was detected 3 hours before the associated photons..!
Because the neutrinos follow a straighter line.
The visible light that reaches your eye/telescope has been pulled back and forth by various influences such as gravitational pull along its long path to you. The neutrinos have taken a straighter route because they are much less influenced.