This question is so anti-reality speculative that I don't know that any possible answer exists...or, rather, since you're making it up, you may as well just make-up the answer yourself as well. Sorry. Would you like to try to make the question more realistic?
Interstellar space already does contain a lot of gas (and dusty bits of other material), though nothing like as dense as the Earth's atmosphere.
The denser regions are the places where new stars and planets form.
If interstellar space contained a much greater density of stuff, I would expect that many more stars and systems would form then we see.
But then all that additional mass would probably result in a universe which collapses pretty quickly due to the hugely much greater gravity ( as a whole) in it.