Undergraduate students of physics wrestle with this for years to no avail. Graduate students get on with life and don't worry about it. The answer is that light is characterized by its velocity and energy. In normal physics you can tamper with the energy of a body by changing its velocity or mass. For light, you cannot tamper with its mass because it has none, and you cannot tamper with its velocity because it is always 'c'. You can tamper with its energy by changing how fast the electromagnetic wave oscillates, and this is what happens to the Doppler effect for electromagnetic radiation.