[Erictks (OP)]

Just a curious question , does a photon consume energy when it travels?

If yes, how does a photon have the energy to travel few thousand or million light years to earth ?

If they don't lose energy, how do they move?

[PmbPhy]

Just a curious question , does photon consume energy when it travel ?

No. They don't "consume" energy.

If yes how does a photon have the energy to travel few thousand or million light years to earth ?

While photons don't consume energy as they move, the energy of a photon decreases as the result of the expansion of the universe. So after they've traveled a million light years or so they will exhibit a decrease in energy which manifest itself as a redshift.

If they don't lost the energy , how do they move ?

Nothing requires energy to move. In fact it would take energy to slow something down.

[Kryptid]

If they don't lost the energy , how do they move ?

Newton's laws say that an object in motion will continue to move at that same speed and direction unless acted on by an outside force.

[evan_au]

If they don't lose energy, how do they move?

The idea that things naturally slow down and stop all by themselves was promoted by Aristotle, who lived before 300BC. It's a natural-enough idea.

His ideas of motion were based on objects moving through air, and subject to viscosity and friction. In such an environment, it takes a continual input of energy to keep an object in horizontal motion, so he called it "unnatural motion".
See: https://en.wikipedia.org/wiki/Aristotelian_physics#Unnatural_motion

It was Galileo (around 1600AD) who started to overturn these ideas (and upset a lot of people in the process).
It was Newton who finally dispelled Aristotle's ideas of physics, with Newton's eponymous laws of motion. This said that an object will continue with a constant speed and direction unless you apply some force. But it works best in a vacuum.

Aristotle didn't really believe in a vacuum. The saying "nature abhors a vacuum" is attributed to him.
See: https://en.wikipedia.org/wiki/Horror_vacui_(physics)