Let $\mathbb{F}$ be a field, $\mathbb{F}^n$ be the $n$-dimensional vector space over $\mathbb{F}$, and $M_{n\times n}(\mathbb{F})$ be the space of $n\times n$ matrices with entries in $\mathbb{F}$. We want to find a subspace $G_{n\times n}(\mathbb{F})$ of $M_{n\times n}(\mathbb{F})$ such that for any $A\in G_{n\times n}(\mathbb{F})$ and any nonzero $v\in\mathbb{F}^n$, $v Av^{T}\neq 0$. Here $v^T$ is the transpose of the row vector $v$.
Case~1. Let $\mathbb{F}=\mathbb{R}$. Then we can choose $G_{n\times n}(\mathbb{F})$ as the collection of all positive definite matrices.
Case~2. Let $\mathbb{F}=\mathbb{Z}_p$ consisting of $p$-elements, where $p$ is a prime. Then how can we choose $G_{n\times n}(\mathbb{F})$?
Such a map $v\mapsto vAv^{T}$ defines a quadratic form on $\mathbb{F}^{n}$, and your desired property that for all $v \neq 0$, $vAv^{T}\neq0$ is that the quadratic form is anisotropic.
Basically, we define map $Q : \mathbb{F}^{n} \to \mathbb{F}$ by $Q(v) = v A v^{T}$. This map has the property that, if $a \in \mathbb{F}$, then $Q(av) = a^{2}Q(v)$ (this is why it is called a quadratic form). If we fix a basis $\{u_{1}, \ldots, u_{n}\}$ then we can define a matrix $B = [B_{ij}] = [\frac{1}{2}(Q(u_{i}+u_{j})-Q(u_{i})-Q(u_{j}))]$, this gives you another matrix with $Q(v) = vAv^{T} = vBv^{T}$, but $B$ is now symmetric. $B$ then defines a bilinear form $B(u,v) = uBv^{T}$ with $B(u,v) = B(v,u)$ for all $u,v \in \mathbb{F}^{n}$, which is used to define an orthogonality relation on $\mathbb{F}^{n}$ by $u \perp v \iff B(u,v) = 0$. We have the following useful Lemma.
(Notice that by our formula for obtaining $B$ from $Q$, if $Q(v) = 0$ for all $v$ then $B = 0$.)
Furthermore, we can choose a basis relative to which $B$ is diagonal. I will include a slightly paraphrased proof due to Grove (in Classical Groups and Geometric Algebra):
Now, we want to show that if $n \geq 3$, then there will exist a $v \neq 0$ with $Q(v) = 0$. (Leaving this as a partial answer for the moment to jog Jyrki's memory on his proof, and because I have to work on other things for a few hours before I can come back to this.)