Where does space come from?

This is a very complicated question to answer...and frankly we do not yet fully understand how to answer it.

According to Einstein's theory of General Relativity, which is our premier way of explaining how gravity works, there is no formal distinction between the description of what a gravitational field is, and what space-time is.

Essentially, space is what we refer to as 3 of the 4 dimensions to a more comprehensive entity called the space-time continuum, and this continuum is itself just another name for the gravitational field of the universe. If you take away this gravitational field...space-time itself vanishes!

To ask where space comes from is the same as asking, according to general relativity, where this gravitational field came from originally, and that gets us to asking what were the circumstances that caused the Big Bang itself. We don't really know.

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