While extremely popular in science fiction, the concept of energy life is hard to define and might in fact be a misnomer in most cases. This is because energy is not a thing, but rather a property of things: therefore stating that something is "made of energy" is analogous to saying it is "made of volume" or "made of texture". There is no such thing as an "energy particle", but the closest real thing would probably be the "force particles", a.k.a. "gauge bosons", such as the photon. Some species in this category are explicitly described as having a physical structure based on photons, whereas most of the others are simply described as "energy", therefore their exact nature remains unclear.
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