I have a very basic question.
In a function space, do we require the set of functions to form a vector space$?$ Or it can be any arbitrary set of functions$?$
I tried to search a bit but could not find a satisfactory answer. It'd be great if one can provide me a complete definition of function space. Thank you.
The only function space I ever encoutered are either normed spaces or topological vector spaces (and hence real or complex vector space). So, I'd say, yes, function spaces are vector spaces in most occasions.
Some references are the notes by Tao that has been mentioned in the comments or the book on function spaces by Triebel.