Trivia: Stan Lee makes his customary appearance when Rocket Raccoon is sweeping the plaza for likely targets - he is seen chatting up a young lady. (00:16:00)
Continuity mistake: When Quill and Gamora first meet and get into a fight, Gamora grabs the Orb Quill is carrying and runs. Quill throws a sort of laser-based "lasso device" that snares her legs and causes her to fall. She pulls it off, and immediately in the next shot, it's vanished from the ground between cuts. It also had mechanical components, so even if the laser vanished, the mechanical pieces should still be on the ground.
Answer: As a Kree, he has superior physical and mental strength that allows him to briefly hold the Infinity Stone, just as Peter held it briefly. But if he had held it longer he would have been destroyed, although he would be able to hold it longer than most. This is why he was trying to embed the stone into his Cosmi-Rod.
Bishop73