Space can be accessed by entering the open ceiling left above the initial room after Emma has just fallen from the previous level. This gap doesn't close even if the player explores the rest of that floor or even beats its boss and then comes back to enter Space. However, it will close if Emma enters and then exits Space, no matter if it was completed or not. Whenever Space is available, one of the Secrets of the current main level will contain Zepellin, allowing Emma to freely fly. It is highly recommended to obtain it before entering Space, for practical reasons. This gap can also reached with a rocket jump. However, most if not all of the "doors" which connect the rooms in Space do not a conventional way of reaching them, thus the player should only enter if they have an item which grants them flight, since using rocket jumps in every room may only get them so far, and take a heavy toll on their health (this can be avoided with explosion damage nullification, obtained via a certain item).
ProTip: You better be able to fly.