`C-h C-f' gives you the Emacs FAQ.

Then, `i SPC TAB' and choose `SPC file name completion'. You'll see this:

| 10.19 Why doesn't SPC complete file names anymore?
| ==================================================
|
| Starting with Emacs 22.1, `SPC' no longer completes file names in the
| minibuffer, so that file names with embedded spaces could be typed
| without the need to quote the spaces.
|
| You can get the old behavior by binding `SPC' to
| `minibuffer-complete-word' in the minibuffer, as follows:
|
| (define-key minibuffer-local-filename-completion-map (kbd "SPC")
| 'minibuffer-complete-word)
|
| (define-key minibuffer-local-must-match-filename-map (kbd "SPC")
| 'minibuffer-complete-word)

Unfortunately, there is no index entry for this page that uses the word `space'
- you have to know about the key name `SPC'.

If you use Icicles, however, you can match any parts of a completion (in this
case, an index entry). So you can find this page, for instance, by looking for
both `file' and `complet' (in either order): `i file S-SPC complet' completes
directly to the index entry `SPC file name completion'.