Yes, completely.
First of all, there's a theorem that says that any finite dimensional vector space over a field $\mathbb F$ is isomorphic to $\mathbb F^n$ for some power of $n$. So why study generic finite dimensional vector spaces anyway? Why not focus on $\mathbb F^n$? This answer goes into that.
Now, a natural question in dealing with vector spaces is why must we use a field? You might recall that $\mathbb R$ is a field, $\mathbb Q$ is a field, but $\mathbb Z$ isn't. Can we define "Vector spaces" over $\mathbb Z$? We can multiply by things in $\mathbb Z$, so it seems like there should be some way of doing it. The answer is that we can, and they're called modules, or specifically a module over a ring. A ring is like a field, except:
It doesn't have to be commutative (sets of $n\times n$ matrices are rings, and $AB\neq BA$ for matrices $A,B$).
It doesn't have to contain an identity element ($2\mathbb Z$ is the set of all even numbers. You can add them and you get another even number, you can multiply them together and you get another even number. But there isn't any element that's the multiplicative identity).
You can have zero divisors, or elements $A\neq 0, B\neq 0$ such that $AB = 0$. Again, matrices are a good example here, specifically consider:
$$A = \begin{pmatrix} 0 & 1 \\ 0 & 0 \end{pmatrix}$$
Then, $A^2 = 0$, but $A\neq 0$.
You don't have to have (multiplicative) inverses. Again, think of $2\mathbb Z$ - none of it's elements have multiplicative inverses (there isn't even an identity element).
A module is just one of many different algebraic structures we can study. You might have noticed I mentioned the word "ring" above, and compared it to a field. A ring is another algebraic structure we can study, and a field is just a very special kind of ring.
The other "fundamental" (meaning typically introduced at an undergraduate level) object of study is a group. For rings, for something like $2\mathbb Z$, to be overly pedantic I should really write $(2\mathbb Z,+,\times)$, as a ring is a set of elements, along with two binary operations that satisfy some rules (associativity, distributivity, etc.). A group is a set along with a single binary operation that's associative, has an identity, and all elements are invertible. So, we could look at $(\mathbb Z,+)$ as a group, or even something like $(C([0,1]),+)$ (continuous functions on the interval $[0,1]$).
All of these have a ton of interplay. There's a result that says a $\mathbb Z$-module (so, a "vector space" over $\mathbb Z$) is really just the same thing as a group, and vice versa. Additionally, given some ring (such as $n\times n$ matrices), we can look at some "fundamental" groups associated with it, like the multiplicatively invertible elements.
For a field, everything nonzero has an inverse, so $\mathbb Q^\times$ (the $\times$ means the invertible elements) is the same as $\mathbb Q\setminus\{0\}$, where these are both groups under multiplication. More interestingly, we can start with $n\times n$ matrices, and look at the multiplicative group of these, which is called $GL_n(\mathbb F)$, or the general linear group. As you may know now, or learn in your linear algebra course, a matrix $A$ is invertible if and only if $\det A \neq 0$. This is also the "defining condition" for a matrix to be in $GL_n(\mathbb F)$!