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Cosmic rays are tiny particles, mostly protons, that slam into the Earth's atmosphere at various levels of energy. Billions of cosmic rays are slamming into the Earth every second, most of them with a quite low energy. However, every once in a while cosmic rays with extreme levels of energy impact the Earth. The most powerful yet recorded was a single proton with an energy of 50 J, roughly equivalent to a baseball pitch. Scientists are at a loss to explain how some of the most energetic rays got their energy.
Although they are called "cosmic rays," it should be noted that cosmic rays are point-like particles, not rays. Aside from protons, which make up 90% of all cosmic rays, there are also helium nuclei, also known as alpha particles, which make up another 9%, and electrons which make up the remaining 1%.
Outer space is filled with a bath of fast-moving particles, known as the cosmic ray flux. Cosmic rays are called ionizing radiation because they have the tendency to impact molecules with such force that they knock the electrons off their constituent atoms, creating destructive ions. A piece of biomaterial left unprotected for long enough in the cosmic environment would turn into Swiss cheese. This is one of the greatest challenges for human space colonization, and all space colony designs feature massive shielding to repel cosmic rays.
Cosmic rays get their oomph from high-energy cosmic objects and events, such as neutron stars, supernovae, and black holes. Most cosmic rays originate from within our own galaxy, where they are belched out by supernovae, or launched like a slingshot from the steep gravity well of a black hole. In fact, the presence of certain power levels of cosmic rays is evidence that black holes really exist.
One of the highest levels of the Earth's atmosphere is known as the ionosphere, because it is constantly being ionized by incoming cosmic rays, along with solar radiation. The thermosphere, which is a subset of the ionosphere, experiences heating of up to thousands of degrees due to ionizing radiation, but because the particle density here is relatively low, it wouldn't feel that warm if you were to visit there.
The most energetic cosmic rays come from super high-energy events outside our galaxy, and provide a rare window into the workings of the wider universe. Physicists build multi-million dollar facilities to study the cosmic ray flux in detail.