regExp to find spaces?

I just learned about regExp, and am having trouble understanding the concept. any links to good tutorials would be awesome.

but primarily i want to know how to do it to replace a " " (space) with something, but everywhere i look online, its always something different. one that i looked up and KINDOF worked was /\W/. but for some reason it always skips the first space of the sentence unless i double space it, which i dont want to do. A greater understanding would be awesome. thanks.