It was believed for a long time that for electromagnetic waves to propagate through space, there existed some sort of underlying fabric through which it would travel. Sound waves, for instance, propagate by causing a disturbance of the air molecules. It is somewhat non-intuitive to think that radio waves (and light) can travel through space containing absolutely nothing without there being something there to help carry it along. However, there is no such medium or ether. Empty space is empty space. Even a vacuum has basic electromagnetic properties such as permittitivty and permeability.