Space contains trace amounts of matter throughout the universe. It’s primarily very hot (hundreds of thousands of degrees), coronal-like gas in most locations between galaxies. Once created, coronal gas lacks effective cooling mechanisms and is incredibly transparent, making the universe appear cold (3 Kelvin), the cosmic microwave radiation from the cooling down after the Big Bang. In addition to ordinary matter, there are neutrinos and other exotic particles zipping through ever volume of space along with radiation. Moreover, there is ten times more dark matter than ordinary matter in each volume and more dark energy than dark matter by three fold on average.
Space itself has structure, a sea teaming with quantum mechanical interactions and fluctuations. Both space and time were created in the Big Bang. There was no time prior to the BB and no way to be “outside” of the BB watching creation of the universe unfold.