Air does have a smell, but we are used to it. Astronauts have reported that after their "space walks" the outside of their suits smells "strange". That is the smell of space, the smell of no air.
Thats not really true, there are tons of gases and other elements in space but they are hard to identify since they're are widely spread out in space. So technically there is air in space, unless you mean "oxygen", then its probably rare.
The gas atoms are affected by gravity so they don't just float in space alone, at least not for a long time, they get pulled by the gravity of Earth or the Sun (or any other object)
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