I have a simple question about the meaning of random variables in probability. I understand how one can define a probability space $(\Omega, \Sigma, P)$ and then a (real) random variable $X : \Omega \to \mathbb{R}$ which, if continuous, defines a PDF $f(x)$ such that
$$P(a \leq X \leq b) = \int_a^b f(x) dx .$$
This direction is fine, but in practice I think the reasoning is in the opposite direction and I don't see how. For instance say you have a Gaussian PDF
$$f(x) = \frac{1}{\sqrt{2 \pi}} e^{-x^2/2} .$$
I think it is common to say that this defines a gaussian random variable, but what exactly is this random variable? What is the probability space and what is the function $X: \Omega \to \mathbb{R}$?
One possible answer (see e.g. this post) is that the PDF defines a probability space with $\Omega=\mathbb{R}$ and $P([a,b]) = \int_a^b f(x) dx$, so that $f(x)$ is the PDF of the "identity" random variable $X : \mathbb{R} \to \mathbb{R}$. But then how should I understand more complex situations like convergence in distribution $X_n \to X$? I think $X$ and the $X_n$'s should be defined on the same probability space. So what is this space?