You may have noticed in your coding adventures that some column names have had the spaces replaced with _x0020_. To understand why this is happening a little background is needed, a site column has two types of ID’s, the first is a unique name and the second is a unique ID. The ID is a GUID, however the unique name has two parts, the internal name and the display name, it is the internal name that has it’s space characters replaced with the hex value of the HTML space character: %20.
Now that you know why this happens, the way to prevent the _x0020_ characters using the web UI is to firstly create the column without any spaces (this will create the ID and the unique name), then after it has been created, you can go back and rename it (this will just updated the display name).