So far, I have learned that linear spaces are defined by vectors or tensors and the span of linearly independent vectors produces a vector space. But, check this question out:
Let $C(\mathbb{R})$ be the linear space of all continuous functions from $\mathbb{R}$ to $\mathbb{R}$. Let $S$ be the set of differentiable functions $u(x)$ that satisfy the differential equation $u' = 2xu + c$ for all real $x$. For which value(s) of the real constant $c$ is this set a linear subspace of $C(\mathbb{R})$?
Here, what does the phrase "linear space of all continuous functions" mean?
Here "linear space" is used synonymous for "vector space", you consider the set of all continuous functions $\Bbb R\to\Bbb R$ with the addition of functions defined by $$(f+g)(x) = f(x) + g(x)$$ and scalar multiples of functions defined by $$(\lambda \cdot f)(x) = \lambda\cdot f(x).$$ Now in this vector space you have to figure out for each $c\in\mathbb R$ if the set of all differentiable $u\colon \Bbb R\to\Bbb R$ satisfying the differential equation $u'=2xu+c$ is a subspace, that is, is it non-empty and closed under addition of functions and taking scalar multiples of functions?