This is the four dimensional space where almost all the normal matter in the universe resides. It is also where all the organic life exists. There is life in other spaces, but it is extremely alien to anyone from normal space.
When the Lights first came into existence, they were scattered throughout the universe. there was nothing but energy permeating space at that time. As the flowed along with the first time wave, they noticed most of the energy flowing into one particular four dimension space. As the energy concentrated, it caused the fields in this space to warp and press against each other, which cause short matter to form. Eventually most of the short matter grouped into normal matter, and the universe as we know it began to form.