Yes, there is a problem opening files with spaces in the name.
The IDE offers to correct it, if you accepts it creates a copy with the spaces replaced by underscores only in the folder name, but it does not rename the file.
When you want to open the sketch again offers to change the name and again the same...
Same problem when opening .pde files.
The IDE offers to correct it, creates a copy of the folder but does not change the file extension.