The space you know and love. The Euclidean 2-Space is the flat plane where polygons live. The Euclidean 3-space is where polyhedra live.
n copies of the real number line.
The important thing about Euclidean space is it's representation of the distance between points. When a space has a specific way of measuring the distance between points, it's referred to as a metric space (same root as meter). The Euclidean space is equipped with the "Euclidean metric" which is commonly known as the Pythagorean theorem.
Given two points in \(\mathbb{E}^n\) \[ d(x,y)=\sqrt((x_1-y_1)^2 + (x_2-y_2)^2 + ... (x_n-y_n)^2) \]
In geometry, this space is formed by a simple list of postulates (rules)