Here are my thoughts on what are vector spaces (and mathematical objects in general)...
Vector spaces aren’t a thing. As in, the idea of a vector space is not so much one object, but rather a description. What is it a description of? Well, anything that satisfies its axioms. Whenever you have a set of things that can be:
- Added together reasonably (i.e. Addition satisfies closure, identity, inverse, associativity, plus commutativity)
- Scaled by numbers of sorts (be it the ring of integers, the field of rational numbers, real numbers or complex numbers)
With the extra requirement that:
- Scaling interacts with addition in a distributive way.
So in a way, a vector space is more of an abstract object that symbolizes all things that fits the vector description. If you think of a vector space like this, as a description, rather than a noun refering to a specific object, then you will be less prone to being trapped in thinking in $\mathbb{R}^n $ (which is a real shame, because you’re missing out on the amazing things one could do on many other vector spaces).
You can conceptualize other mathematical objects in this way too, from the “everyday” objects to the not so everyday objects. E.g.
- What is a triangle? Anything that fits the description of something that has three sides.
- What is a function? Anything that fits the description of something that sends elements from one set to elements in another set in a reasonable way (i.e. all elements in the domain is mapped to something).
- What is a group? Anything that satisfies the description of something that contains things which can be combined reasonably (i.e. a binary operation that is closed, has an identity, has inverses, and is associative).
To me, this also answers why mathematics is so applicable everywhere, as well as why it is so abstract. It is because its theories are not about anything in particular like forces or atoms or cells, but rather, anything that fits a certain description.
I think the following analogy sums up neatly my response to your question:
Asking what is a vector space is like asking what is something that is red. Well, it is anything that is red.
I hope this is of some help.
EDIT: To address your example of a subset of $\mathbb{R}^2$, the set of pairs of real numbers that are added component-wise and scaled by real numbers in an appropriate way.
Note that a vector space must be closed under addition, so it must necessarily be the entire space of $\mathbb{R}^2$, since you may “fall out” of a subset by repeated adding some vectors. The point of the closure axiom of a vector space is that so that you can’t “fall out of it” by addition.
Also, note that I don’t refer to $\mathbb{R}^2$ as “the” 2D space. It’s because there are many other vector spaces out there that are also “2D”. E.g. The space of polynomials
$$
\{ c_1 x + c_0 | c_1,c_0 \in \mathbb{R} \}
$$
You may be able to see intuitively that this space should be 2D, but then that begs the question: How does one define dimension of a vector space when the vector space is anything that fits the vector description?
That’s the motivation for defining bases of a vector space (plural of basis), which in turn requires the idea of linear combination, span, linear independence.