From Wikipedia: The work done by a constant force of magnitude F on a point that moves a displacement d in the direction of the force is the product:
$$W = Fd.$$

If I lift some object from a ground, the force to be put in above equation is the gravitational force $mg$. 

But while I am moving the object upwards, against the gravity, I must pull the object with greater force than $mg$, right? So the net force is $F\_{myforce}-mg$ which results in object being lifted. But this is not the case. Why? Does it matter how strongly I pull the object?

What work will I do if I move this object in absence of gravity (in space)? Will work done be zero or not?