Because sound is a mechanical wave initiated by an object's vibration, it is propagated by subsequent molecular collisions. Once the colliding air particles hit the eardrum, several internal structures vibrate. These vibrations are then interpreted by the brain as sound.
Because sound moves as colliding molecules, its presence and speed depends on the density of the medium. Solids, with molecules that are rigidly packed together, have less freedom for vibration than liquids or gases. Thus, sound travels more slowly through solids. The vacuum of space, on the other hand, has particles that are so widely separated that they are unlikely to ever collide. So, there is no sound in space itself.