How to find out which apps are creating *.space files in Internal Storage?
It looks like a malicious or spamming app. Did you download any app from a suspicious looking website in a date close to the date the .space files were created/modified, as mentioned in the explorer app? Then that downloaded app could be the culprit.

It is not usually possible to directly check what app downloads a specific file, but you can try checking Data Usage and look for apps using suspiciously large bandwidth amounts.

The location of the Data Usage statistics is sometimes different depending on the device and the Android version, but you can usually find the statistics in Settings &gt; Wireless &amp; Networks &gt; Data Usage. If you can't find it there you can try typing "Data Usage" in the settings search box. You can choose to show Wi-Fi usage from the menu button on top right corner, and then you can look for any suspicious apps using large amounts of bandwidth and uninstall them.