This is actually a more interesting question than it would seem.
As far as I know, all of the serious contenters in the current arena of cosmology posit that the space of our universe was created with the universe and that space itself would not exist with the energy and matter within it. All of these cosmology theories are derived from solutions to General Relativity.
General relativity also indicates that space is effected by the matter within, and vice versa. In fact, how gravity is "transmitted" is by the distortion of space by matter. Look up the mission on Gravity Probe B, for some interesting stuff we are doing today to further verify the veracity of General Relativity. (Yep, we are still trying to break Relativity, and this would have to be the most sensative and deep probe of the predictions of Relativity to date). I believe this is the first time we (humans) have seriously attempted to detect and measure the predicted "frame dragging" effects predicted by relativity.
Honestly, I don't think that anyone on the planet really "knows" what space is. I certainly do not.
I think perhaps, that as close as you can get is to understand some of the properties of space and its relationship to more concrete inhabitants of our universe (matter and energy).
When you begin to look at the details, it is quite clear that time is unseperable from the concept of space. It is all quite mind bending.
It may be that space even has a "granularity".... That there is a minimum distance that something may move within space and still be moved. The physics of the last century or so, considers that fundemental particles of matter are geometric points and that space can be subdivided and considered to any arbitrarily small scale. This has caused General Relativity and Quantum Mechanics to be impossible to bring together into one theory. String/brane/M theory requires that fundemental particles have a size and that space has minimum distance that can be relevelantly considered. General Relativity and QM happily co-exist within it. Plenty of details to be worked out with it yet, but it is very promising and very exciting.
Anyway, I worked all that about String theory in there for a purpose. One thing is quite clear in String theory, even at the early stage of its development..... If it proves to be correct, it will reveal a much clearer picture of what space is, than what we have today.