In fact most of the world is space between things. Besides the relatively large space between individual atoms of a gas, each atom itself is mostly space. The distance between the nucleus of an atom and the cloud of orbiting electrons is vast. The space in between contains nothing. But it's not really nothing, since there's always a probability that either an atom or an electron will be in a particular spot. There is another question and answer at science.ca that explains what the empty space is inside atoms.