Light behaves as a wave, e.g. we can talk about the frequency of light. But it's also pretty different from macroscopic waves e.g. it's not accurate to think of them as what your see on a typical sinusoid graph, as at that level things don't really have a fixed shape or position, we're talking more about areas where they "probably" are (see: superposition, HUP etc)

It's useful to think of light in terms of discrete photons for a number of reasons, e.g. in pair production, 1 gamma photon would be sufficient to create 1 electron/positron pair.

Photons also exhibit other particle-like behaviour despite having no rest mass. But the idea of rest mass becomes less significant at that level anyway as the line between energy and mass (e=mc²) gets blurred. And any sufficiently high energy object will likely exhibit some massive properties (hence why we tend to use MeV - a measure of energy - instead of a measure of mass, even when performing calculations with massive particles such as electrons.