A little-known fact about MS-DOS is that it allowed spaces in file names. Sure, you were limited to 8.3, but a file called "
LOOK AT.ME" was legal in MS-DOS, and you could indeed create such a file. Good luck finding programs that didn't treat you as insane when you asked for that file, though.
Although the file system supported files with spaces, practically no programs supported them. Command line tools saw the space as the end of the file name. You couldn't quote the file name because no command line tool supported quotation marks to protect spaces. After all, if you believed that spaces were illegal characters in file names, you wouldn't write extra code to allow people to specify a file name with spaces in them!
The only program in common use that I remember supporting spaces in file names was GW-BASIC. If you were naive enough to create a file in GW-BASIC with a space in its name, you found yourself in a pretty nasty world of hurt once you escaped GW-BASIC back to the real world. The easiest way to delete such a file was to go back into GW-BASIC and delete it from there.