The premise that we start with is that Before The Beginning there was Absolute Nothing. There was no Energy, and there was no Matter, and there was no Space. Matter is made out of Energy but it is still useful to think of them as separate things. The no Space part of this is the most difficult to grasp. We naturally think of Space as an ever present background reality that infinitely extends out in three dimensions. It boggles the mind to try to think of no Space or even a finite Space. But we can conceive of other Spaces than our 3 dimensional Space. So our Space could have been a 4 dimensional Space for example. A 4 dimensional Space is a very different Thing than a 3 dimensional Space. The point is that if Space can be different Things then Space is a Thing. And like all Things we conclude that Space can exist or not exist. It is not the always present background reality that we assume it is. Also, from Quantum Mechanics, it is theorized that elementary particles of Matter and some types of Energy can arise out of empty Space. So Matter and Energy might be made out of Space and maybe we can say that everything is actually made out of Space.