A person suddenly exposed without a space suit to the vacuum of space would not explode, freeze to death or die from boiling blood. They would die by suffocation - the air would immediately leave the lungs due to the enormous difference in pressure. Any oxygen dissolved in the blood would empty into the lungs to try to equalize the pressure, and once the deoxygenated blood arrived at the brain, death would quickly follow.

Humans and animals exposed to vacuum will lose consciousness after a few seconds and die of hypoxia within minutes. Blood and other body fluids do boil when their pressure drops below 6.3 kPa - this is called embolism. We associate boiling with heat, but under very low pressure fluids can boil without being even warm.

Water vapor would also rapidly evaporate off from exposed areas such as the lungs, cornea of the eye and mouth, creating cooling. This rapid cooling of the skin will create frost, particularly in the mouth, but this is not a significant danger. Space may be cold, but it's mostly vacuum and can hardly transfer heat, so the main temperature worry for astronauts in space suits is how to get rid of naturally generated body heat.