[shadowgovt]

Not precisely free; it moves energy around(1) by interacting with the inertial mass of other objects in the galaxy and applying force to them at a distance (the details of how, which objects, and how much force, at least in the Wikipedia summary, are really sparse).

In theory, if we could run an unbreakable string from Earth to Mars and twist it around a spindle, the differing orbits of Earth and Mars would pull that string taut and that string yanking the spindle around would generate energy that wasn't "free," but (like solar) would be free for all practical purposes. Do too much of it, and Mars crashes into Earth of course, but there's a LOT of energy that could be siphoned off from the planets' different velocities before something like that happened.

It's the same kind of "free" spacecraft get making a gravity-assist maneuver; they slow (or speed up) the orbit of the body they're assisting off of imperceptibly.

(1) ... of course hypothetically. The details of the mechanism are not well-understood and appear mostly theoretical.