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My alien is a consciousness physically embodied in a network of space dust. It lives in the interstellar void.
How could I make this scenario semi-realistic? What would be the being's source of energy? I imagine some kind of energy will have to hold the particles together in a loose network (it doesn't need to be a solid). The "space dust" could be any particles, cells or cell-like units.
Before answering your question, please be aware that we still don't know what causes the emergence of consciousness in our brain. With that in mind, you can avoid worrying much about giving a plausible explanation for a space being showing consciousness, because there is little against which it can be compared.
We know that our brains work with neurons exchanging signals and that somehow at a certain point those signals become consciousness.
Now, if your space dust can have its particle exchanging signals, you have what you need to make a leap to consciousness. Dust particles will exchange signals in their network through photons, fed by the energy flux coming from the stars, and somehow that will cause the dust being show consciousness.
Its rate of thought will be way slower than the one of our brain, because the photons will take time to travel the cosmic distances in the network, to the point where to us the dust being will look inert (and maybe to it we will be like a flicker in the background), but if there is an advantage to being in space, is that you measure time on the scale of billion of years, not seconds.
If in doubt, use dark matter. We can't see it, so – modulo some constraints from how it's known to behave (assuming it exists at all) – the sky's the limit!
Your alien being's dust cloud body is just the "light matter" protrusion, painstakingly collected via gravitational interaction, manipulated via highly-focused neutrino nasers, of a much larger body composed solely of dark matter. Planets, stars, . It forms these light-matter appendages in the interstellar void because it's really quite hard, actually, to try to manipulate matter with neutrinos: if you're within appreciable-warming distance of a star, the effect of solar wind completely dominates any fine manipulations you might be attempting.
Your alien being is capable of thought because dark matter can interact with other dark matter faster than the speed of light. Not via tachyons: instead, mediated by a Newtonian superluminiferous aether with a field propagation rate of… well, whatever gives you the correct size and thought-speed. The absolute frame of reference (probably "co-stationary" with the Hubble flow, but not necessarily) prevents tachyonic antitelephones from being an issue, even as the rest of the universe's physics remains relativistic.
Where does the energy come from? Dark matter, of course! There's loads of the stuff: some of that's probably maybe usable energy, of a sort. Maybe there are dark matter stars galactic haloes, glowing humming with usable energy, if the bulk of your body happens to be made of dark matter and also be very very large.
Did you get that? Good. Don't put any of it in your story.
While it's often good to have extra worldbuilding in the back of your head, for things like this? Keep it at the level of internally-consistent technobabble. Either your readers won't know what you're talking about, and you'll lose their attention; or, worse, they will know what you're talking about, and they might find it difficult to ignore how wrong it is. Taking too much advantage of science's bleeding edge risks your story becoming very dated, very quickly.
If you can walk the line between explanation and vagueness, tossing out enough details to make the setting feel rich, but never much more than is plot-relevant, your readers might even invent a plausible explanation for you. The less you can manage to contradict that, whatever form it might take in any particular reader's mind, the better. So: keep it vague!
You can't. This isn't possible nor even semi-realistic.
imagine some kind of energy will have to hold the particles together in a loose network
This is the problem, this simply doesn't exists. What could be that energy?
They are unlikely to exist since they would evaporate through Hawking radiation. And even if they do exist anyway, you can't receive anything from a black hole other than gravity, magnetic forces, Hawking radiation and frame dragging due to their rotation, and the former two of them we already ruled out.
Black holes could feel each other through gravity, but since they are micro black holes, either they are too far apart from each other or would collide and form larger black holes.
Gravitational waves could only work as a signal carrier if they are very massive, which micro black holes aren't by definition.
Communicating via Hawking radiation is incredibly inefficient, much many orders of magnitudes more inefficient than trying to use neutrinos and would also make them evaporate.
Further, once a black hole absorb some sort of information packet, it don't give anything useful in return which could be used for communication other than gravitational waves or electric/magnetic field variations that we already know won't work.
Frame dragging would also work much like gravity, just in weird and direction-dependent ways accordingly to the rotation of each micro black hole. You could encode some information in a black hole by setting and measuring the frame dragging direction and force with some gravitational interactions, but since they are micro black holes, their gravitational well are subatomic sized. So, in order to measure or set the frame dragging direction of one of those without feeding it, whatever interacts with them should have a trajectory with a so large precision that quantum mechanics inherent probabilities kicks in to stop the show and further, it is probably beyond of what the Heisenberg uncertainty principle allows.
And yet, locating micro black holes in interstellar space and aiming them precisely is very hard to say at least. Gravitational lensing could help, but since they are so tiny, they are way smaller than the wavelength of most light except perhaps the most extreme gamma rays. This makes them effectively transparent instead of black.
If they in fact exist, they would probably need to feature much more than simply dust just to exist, and much more to perform any useful and meaningful work. Also, if they do exist and can perform some useful work, you won't need the dust anymore and this is already way much more than simply dust.
The best you can do is a swarm of artificially built small machines, that are powered with solar energy and can precisely aim each other exchanging light. However, since they are just space dust, gravity and momentum will tend to dissipate it very quickly if not a very massive cloud. If it is a very massive cloud it would collapse into a planet or a star, heating and melting its components. Also, as noted by KerrAvon2055 in a comment, since you are in interstellar space, this means that solar energy is minuscle, roughly like trying to run solar panels only with starshine and to make it worse, having a microscopic light-collecting area for each machine (since it should still be dust), hence, they would be starved of energy.
I'm going to give a tangential answer here - Sometimes you need what we call 'Hand-Waivium' or 'something that doesn't exist or is not known to currently exist that solves the paradox or technical problem that we have'.
My favorite example being the 'Heisenberg compensator' in Star Trek for their teleporters. We don't know how it works, however based on the name we are lead to believe that it compensates for the Heisenberg uncertainty principle (the more precise you make a sub-atomic particle's speed, the less precise you make it's location etc.)
A Good story doesn't become a Bad story just because of some Hand-Waivium. What matters more is that if you've used Hand-Waivium, that you do so in a manner that's internally consistent.
Having a special material that's as strong as steel but as light as a feather - fine, it's sci-fi.
Then having that same material be dense enough to be used as a bludgeoning weapon - now we got problems.
Further to this - a Good Story doesn't need to have all the answers. In a story where one group encounters a new form of alien life, it's almost absurd to consider that they would immediately (or even in the course of a story) work out and understand ever facet of that life form. There is so much about ourselves that we are know we don't know and probably the same again that we don't know that we don't know - so leaving a little mystery or uncertainty is reasonable.
A brilliant example of this is 'What's in the Case' from Pulp Fiction? We don't know what it is, we only know that it's highly prized by one of the main characters and that other characters are willing to kill over it.
In short: You can create something new and fantastical to make your life form work, just do so in a manner that is internally consistent and you don't need to know everything about your life form to use it in a story, a little mystery is always good.
Evolution of complex life in space seems to be impossible. Open space is very hostile to life as we know it. We have single example of life emergence, Earth. Anything that significantly differs from it would be almost completely fictional.
So, the being is artificial. It was created by a civilization half a billion years ago as part of a semi-sentient defense system protecting home world from invaders. It failed, so the star turned supernova and everything was lost except for tiny piece of distributed sensor system. Over millions of years it managed to self repair to the point where it consciousness returned even though very little left from memories. It's original purpose clearly become irrelevant, so it decided to travel to the nearest star and see what's what.
The cloud mostly consists of tiny yet extremely complex self replicating machines with few fist-sized cores that process hydrogen into energy and use magnetic fields to collect matter in space, shape and move the cloud. As the cloud collects enough matter it creates new cores and cloud elements but there is almost nothing in open space. And then it happen to meet an asteroid / damaged derelict space fighter / escape pod / Terran colonization ship.
I am going to abuse science here and make a suggestion.
First off, your individual dust particles vary but share some common features. If you looked at them you'd find vaguely radiolaria like organisms, with silicon and carbon crystal shells.
The dust particles behave a lot like quantum dots. If you want a better breakdown of the technobabble I'd recommend Hacking Matter by Wil Mcarthy. Where he basically describes programmable matter using quantum dots for his science fiction writings.
Anyway said space clouds are in turn held together by powerful electromagnetic fields. How said field is generated is up for discussion.
But more importantly the field is used to establish entanglement between individual organisms. Which they use to transferred energy and information(at classical speeds) via quantum teleportation. Similar to we use NMR to make lines of entanglement and teleportation.
Though they bear a passing resemblance to Earth plankton, I'd emphasize that these creatures are essentially dry nanotech organisms. I'd include as well borrowing from other answers to justify them as well.
Hopefully this answer isn't too off topic, as it's mostly advice for baseline worldbuilding principles, not advice specific to worldbuilding a particular world.
Realism in a story is realism about what characters do, why, and under what constraints, not what they're made of and how it works.
Since your character's purpose is to serve the story with their behavior, you probably want to start with the behavior (what they want and fear, how they try to get it or get away from it, and what their capabilities are), then work backwards to what kind of physical characteristics they need to have to minimally justify that behavior. Don't worry about the actual science beyond that, unless brilliant characters unraveling the mystery of how the creature works is the plot.
If brilliant characters unraveling a mystery is the plot, you do the standard mystery-writer cheat for writing characters smarter than yourself: first decide what brilliant deductions allow the detective$^1$ to solve the crime$^2$, then issue the detective the clues needed for the deductions, then write the crime to fit the clues and write the setting to fit the crime. Finally, restart at the beginning, establish the setting elements that you needed to make up to fit the crime so that it doesn't seem like you're cheating, and fill in the plot to discover the real story, which is how your characters get from the introduction to the denouement and how they change along the way.
1: detective... or xenobiologist(s)
2: crime... or mysterious alien phenomena
If this alien being is a life form, it must reproduce. If you want to model the dust after life on earth, you would need a substrate of some kind (gravitational perhaps [akin to basaltic glasses upon which RNA forms spontaneously]) that can spawn life like dust clouds. Some kind of cell wall might make sense here too. These primitive prebiotic cells could then evolve into whatever you want.
Also, google this: "The Strange Similarity of Neuron and Galaxy Networks"
You are not the first person to think of this, and - despite most of the other answer's assertations, it is less implausible than you might think.
This video describes many different possible lifeforms. Starting from about 25:43, it spends several minutes discussing what sounds like exactly the type of life form you are thinking of.
If you enjoy designing speculative xenobiology, you may also enjoy watching the whole thing.
