Sorry. A "better" bad analogy would be that of sound. Unlike light and other electromagnetic phenominon, sound needs a medium to travel; air, water, wood, steel, etc. Light is its own medium as are other electromagnietic phenominon. The idea that light need another medium beside itself is far fetched.
What is this mysterious substance? As someone else posted, eather?
The golf ball that was struck on moon, what was it traveling on? if not inertia?