Scientist do not yet really know how space and the universe started. Cosmologist generally agree that the univese started in the so-called Big Bang and both space and the "things in it" were created then. Not all of the things we see today (most elements, stars, galaxies, planets, etc etc) were created at first, but came along later as the universe (and space) expanded and cooled and lots of "phyics" happened.
This is one of the most exciting areas of research in astronomy today because there is so much we don't know!
Also, it is difficult to imagine the nothingness before space & the universe began.
Paulett