Not entirely. If he wants a space in data, it works just fine and he might just need some help with how that works. The example given appears to be missing a space after the item name unless that was intentional, so it could just be that he has his syntax messed up. So the question is valid. If he wants a space in the item, that is actually possible. One of the regulars here showed a way to do that, but I forget who that was or how it was done. It isn't really meant to have spaces, however.
To the OP:
1) Data can have spaces. /hadd tablename itemname this is my data
2) Item names aren't meant to have spaces and although it can be done, it's not as straightforward. It's far easier to replace spaces with another character that won't be in the item name (usually something like _ works well). So...
var %itemname = my item
hadd tablename $replace(%itemname,$chr(32),_) some kind of data
The item name will then be: my_item
Then, when you access your data, if you need to display the item name, just do a reverse of the replace... $replace(%itemname,_,$chr(32)) .