The Protoss are depicted as having neither nostrils or a mouth (unless this was retconned and no one told me). This might sound freaky and alien at first but when one stops to think about it- without these orifices shouldn't they have starved/suffocated a long time ago?
Questions about the Protoss' eating habits were addressed in a Q&A with the game's makers.
Q. What do the protoss eat? (where do they get energy and mass?)
A. Protoss gain nutrition from sunlight, or at a pinch, moonlight (which is just reflected sunlight anyway) by absorbing through their skins. They can go for extended periods without absorbing sunlight. What little moisture they need is also absorbed through their skin.
This is backed up by the Starcraft novel Firstborn which states that the Protoss covert light into energy, presumably through some form of photosynthesis.
Jake’s footsteps slowed as they approached the omhara’s lair. He turned to Savassan, his eyes wide, and Savassan sent a message of reassurance. Not for the first time, Jake thought about the ways other creatures obtained sustenance. For the protoss it was easy — the White Circle of night and the Golden Orb of day showed their favor to the protoss and nourished them. Their light, and that of their children, the smaller glittering sky-gems that appeared at night, was all the protoss needed to flourish.
And in the official StarCraft Field Manual.
The face features two glowing eyes but no mouth, nose, or ears—in fact Protoss have no orifices whatsoever. Most nutritional intake or waste excretion occurs at a molecular level, passing directly through semipermeable skin that's remarkably complex in its cellular structure. The rough, scaly epidermis absorbs light for sustenance (even if reflected, such as moonlight) and also absorbs and excretes moisture. Smell and sound are sensed through the skin as well.