OK, enough with the comments, let's forge an answer. ;-)
Quill's nature and equipment left aside, the vacuum of space is not as immediately lethal as you might expect.
You will not "explode". However, you will experience (severe) swelling.
You will not be shock-frosted, like you would when diving into a pool of liquid nitrogen. The vacuum itself acts as an insulator. Quote comment, "compare walking into a sauna with 90 degrees Celsius air temperature, and jumping into a body of water heated to the same temperature." Or walking in freezing air vs. being submerged in freezing water, as Random832 commented.
You will not be insta-fried by radiation, unless you're close to a star or in an intense magnetic / radiation field. (Or astronauts would be in real trouble, since they're above the ozone layer all the time.)
Comments keep coming in on 2. and 3. above. So to clarify: Yes, you would eventually get problems with temperature (in one way or the other, the judges are still out on this one) and radiation. However, by that time you're already dead, see below.
The things that are a problem:
Swelling, circulatory failure, paralysis, ebullism.
Rapid evaporation of moisture and associated cooling, up to and including formation of ice in the respiratory tract.
Rapid loss of oxygen from the blood stream.
Collapse of the lungs.
Danger of lung rupture if holding your breath.
Wikipedia has an article on it: Space exposure.
Again, to clarify: You hold your breath, your lungs rupture and you're dead. You exhale, you lose oxygen from your blood rapidly, fall unconscious within about 15 seconds, and die within two, three minutes at the most.
Given that Knowhere is a structure that wouldn't hold an atmosphere by means of natural gravitation to begin with, and is stated to be "hidden between the dimensions", we could -- with just a little bit of handwaving -- claim that there is some (artificial / inter-dimensional) atmosphere even out to the point where Quill and Gamora are floating, reducing the aforementioned effects to the point where Quill's quite short EVA becomes survivable.
(Real-life astronauts go on EVA's with their suits at as little as 30% of cabin pressure, with no adverse effects. They do so because a suit that's inflated like a balloon doesn't allow for easy movement.)