We also think of Spacetime as containing Matter and Energy -- e.g., you can find an object at a specific place at a specific time. Our intuitive understanding of Matter and Energy is probably even more inaccurate than it is for Spacetime. We think of matter as persistent (i.e., it never simply disappears), of energy representing (or causing) interactions amongst "pieces" of matter, following the long accepted principals of cause and effect -- i.e., everything that happens is caused by something, even if that something is hard to identify or observe.
Yet particles actually are created literally from nothing, light simultaneously behaves as waves and as particles, Matter and Energy are the same thing (hence, the famous equation "E=MC squared"), at the subatomic level there are events that have no cause (some say it's simply impossible to observe the cause; others say it doesn't exist) and there are places where most known physical laws become so distorted as to become inapplicable (black holes).
These concepts aren't merely theoretical -- many of our modern technologies rely on them.