Cantor space is just the space formed by infinite binary sequences, that is sequences which assumes only the values 0 or 1.
Considered as a topological space, Cantor space happens to have the same structure as the Cantor set, a highly disconnected subset of the real numbers that has some at-first-unintuitive properties.
But you don't have to understand, or even worry about this correspondence to grasp what's going on with seemingly impossible functional programs. Thinking about Cantor space as "the type of infinite binary sequences" is good enough.
Considered as a topological space, Cantor space happens to have the same structure as the Cantor set, a highly disconnected subset of the real numbers that has some at-first-unintuitive properties.
But you don't have to understand, or even worry about this correspondence to grasp what's going on with seemingly impossible functional programs. Thinking about Cantor space as "the type of infinite binary sequences" is good enough.