Disallow spaces in WordPress usernames

add_filter( 'validate_username', 'my_no_space_username', 10, 2 );
/**
 * Checks to see if a username contains whitespace.
 * @see: https://developer.wordpress.org/reference/functions/validate_username/
 * 
 * @param boolean $valid    True if the username is valid, otherwise false
 * @param string  $username The username to check
 */
function my_no_space_username( $valid, $username ) {
    if ( preg_match( '/\s/', $username ) ) {
        // contains a space
        return false;
    }
    return $valid;
}