Yesterday I was searching for a formal definition of mathematical space, then I found it wikipedia article, where the definition rely in the concept of mathematical structure.
But I didnt found a formal definition of mathematical structure (it wikipedia article is very vague).
Then I dont know if exists a formal definition of mathematical space, or if this concept is just historical/utilitary.
If someone can clarify this question, through some reference or by any other way, I will be grateful.
No, there is no formal definition of the word "(mathematical) space", and this is not a term that is used with any precise formal meaning. The "definition" you found on Wikipedia is a definition in the sense of a dictionary entry, not a definition in a mathematical or logical sense.
(To be clear, there are many types of "spaces" that do have formal definitions, like vector spaces, topological spaces, etc. But there is no overarching precise mathematical concept of "space" that these are special cases of or anything like that. You can probably find someone somewhere who has written down a formal definition of a "mathematical space", perhaps along the lines of Robert Israel's suggestion of an object in a concrete category. But this is not the way people commonly use the term.)