Some of this is conjecture since there is little ability to see what is between the stars, but we know that stars photons push away the very light matter such as gas molecules, but there is a point where gravity becomes king and stars can swallow the somewhat heavier matter. And the planets do that as well. So in my view space near a star is rather devoid of matter, but interstar space is not, this is where all the light matter went. There is a hint where there is enough energy from the nearby stars to illuminate the gasses out there. But I think you will find many larger bodies as well. The problem is that most are too cold and dark for us to see.