Space Markets are structures floating in space, generally above capital worlds and stations, that enable pilots to buy and sell items. The things you find here can be difficult to acquire elsewhere: crafted items, blueprints, items from raids, and so on. You might also just find cheaper hand-me-downs!
You can also access the Space Market remotely with a remote Space Market interface from your local FTL communications store. This is also available as an einrophone addon. Any purchases you make remotely will be sent to you after about ten minutes.
If you wish to sell an item remotely, first place everything you wish to sell into a mail package and send it to Space Market. You may then use your remote interface to complete the listing process.
You do not automatically receive your profits from selling. Make sure to go and collect your proceeds periodically!
Note that physical Space Markets contain sections for books, films, and other visual media. These sections are not accessible remotely, but there are many good things here, so check them out!