I assume you're creating midi files, and using software to help you do that. You don't say, and you do not indicate what software you're using, and if you're recording playing a midi instrument in real time, or using step time, or whatever.
If your process allows you to enter a note, then you should also be able to enter a space. Midi data contains time information, ticks, and the length of a note is the time between the tick point of turning a note ON to the tick point of turning a note OFF. In a midi file, a space is simply the empty time between the OFF of a note and the ON of the next one. So there is no midi 'event' to signify a space, merely the lack of any other musical event. Looking at the data on a 'piano-roll' type display could be helpful here.