It can be confusing in the beginning. Check out this chart, which explains pretty well what a space is:
Let's say, the whole chart is your Confluence site. The round symbols are the spaces. In many cases a space is created for a department. But it could also be e.g. for a certain product. Underneath each space you see the pages that you create in order to fill them with content. Each page can then be filled with attachments like comments or videos.
Here you can find the basics of spaces and lots of other helpful info: https://confluence.atlassian.com/doc/navigate-spaces-829076190.html