To join a space, open the space that you want to join, click , and then click "Join Space".
When you join the space, you are automatically set to follow any threads that exist within the space, thereby allowing you to receive update notifications.
To leave a space:
To leave a space, open the space that you want to leave, click , and then click "Leave Space".
Leaving the space would also lead to your unfollowing any of the threads you belonged to within that space.