Air

Vast reams of space are vaccuum. So nothin'. There's a heap of hydrogen - it's the most plentiful gas in the universe. There's anti-matter and dark matter out there somewhere too... Then there's all the stuff we see!

Don't forget the quantum foam of particle-antiparticle pairs in a vacuum. They come into existence then immediately recombine and cancel themselves out. The quantum world is crazy. :)

Energy.

nothing, it's a vacuum

Depends on how deep you want to look into the matter. On a superficial level space bewteen planets consists of atoms widely spaced out of gases like hydrogen and helium. However the deeper you look into the atoms and smaller particles in space the more you find what appears to be matter is actually 99.99% vacuum - void -empty space. Quantum physics has shown on the smallest level that a particle does not have locality or dimension. Thus the distinction between space and matter disappears on the quantum level, as on the quantum, there is just energy / quantum flux which actually is not solid matter at all, it just appears to be on the macroscopic. So ultimately space is simply void and nothing, with a "current of energy" so to speak thatcan become form - or simply denser ebergy thus taking on the appearance of solid matter.

The Absolute definition of the term is the absence of matter or void, however outer space consist of the universe and everything it constists of, matter and energy. Same applies to inner space.

Random atoms and stuff. Mostly vacuum.

To us, space is a vacuum and vacuums appear to contain nothing at all. But, it you were to look closely, very, very closely (to the order of 10^-35m), space is actually a foaming mass of quantum activity. This quantum foam is made of particles and micro-black holes popping in and out of existence, apparently in contravention of the second law of thermodynamics, they appear out of nothing with energy, then disappear again just as quickly. The key to this is the uncertainty principle. The disturbance is permitted to ‘borrow’ a tiny amount of energy and exist for a very short length of time, and then it must return the energy and disappear again. But, the more energy it borrows, the less time it is allowed to exist. These ‘temporary’ particles, called virtual particles, are not just theoretical, they have been proven to have real effects on scientific experiment.

Space isnt made of anything, its more like a lack of ( things ) ...   (creative answer...) All it says is "Made in China..." So, Im guessing lead. ☺

It's a vacuum...

What is space? I think that this is one of the most provocative questions put to man. According to Albert Einstein ‘s theory; space also consist of Time, hence the term space-time, it can be viewed as an interwoven fabric, where objects having extreme mass, such as the sun, the planets and other stars warp and curve this fabric, the greater the mass of an object the more that objects warps and curves the corresponding space-time fabric. In the case of our sun, it can be theorized to warp or curve the region of space-time that it occupies and makes the eight planets, Pluto, the Kuiper Belt and the Oort cloud fall towards the sun, but because of the Conservation of Angular Momentum, they fall into and orbit instead. To me Einstein projected a reasonable explanation, I can rationalize that concept, but then I ask myself why should that just do should; we have made quantum leaps in our understanding about the order of the universe and the peculiar behavior of things that comprises it. But, consider this; in another 1000 years all of our ideas about atoms, protons, neutrons, electrons, quarks, and matter in general will have become some forgotten history to be taught in the progression of science as new understandings about space and the universe emerge. If I may, I will suggest to you that you read as much as possible, then discard that which you do not agree with based on intuitive reasoning and observation, if you can, get a telescope and look up into the Milky Way and the many wonders it beholds. It will probably generate more questions than there are available answers, but that is a good thing, But, again the question is; what is space? the conventional answers state that it is devoid of matter, a vacuum, with a n average temperature of 2.7K or there is just subatomic particles that come into existence and then exit, a quantum flux, you should read Feynman’s theory on QED, it gives much more on the subject of particles borrowing energy from other places but having to return that energy at a future time, really deep stuff. My idea about space is this, it does not have any boundaries, and in other words there is no observable top, bottom, edge or any other Euclidean features. So then I ask why does the sun appear to rotate in a stable place or plane, you should also see the plane of the ecliptic it is most interesting. This is all that we know or will ever know, unless some alien race arrives and one that is far more advanced than we; who can then explain the nature of the universe to us, until then it will just be an unanswered question with many plausible theories and ideas, but yet without an ultimate answer, so the true answer is that space is yet undefined.