Originally, the word 'space' reffered to the "boundless three-dimensional extent", as Wikipedia tells us. In modern mathematics, 'space' is used in a more general sense, referring to a set with some added structure, so that besides $\mathbb R^3$, we can also consider $\mathbb R^n$ for every other natural number $n$ to be a space, can consider the set of functions $A\to B$ between any two sets together with additional structure (such as addition $(f+g)(x)=f(x) + g(x)$) as a space, and so on.
In some sense, spaces are the same as structures, but in my understanding the difference between structures and spaces is that we consider the latter to be a special case of the former that have a 'geometric' nature (of course, 'geometric' here doesn't have a formal definition, and is just used informally).
Now, vector spaces, metric spaces, projective spaces, measurable spaces, ... clearly are geometric in its nature, and thus deserve to be called 'spaces'.
But why the hell do we, in probablity theory, call the set of all outcomes the 'sample space'? It's just defined to be the set of all possible outcomes/results of (random) experiment—without additional structure! I can sort of understand why we say 'probability space', I think it's because it's a special case of a measure space. But the sample space alone ... why is it called a 'space'? It hasn't additional structure and isn't geometric in nature.