What we are given to try to get our heads around is the idea that a photon is a 'packet' of energy that can behave like a particle yet has no mass. Consider also that, as yet, no one knows what it is that gives other 'particles' their mass.

They are getting together at LHC to try to hammer that one out.

Somebody somewhere is not correct?

That's for sure. Physics may be due for an upheaval when some bright spark reconciles quantum theory and general relativity.
"Time is what prevents everything from happening at once" - John Wheeler