I teach a class on astronomy and recently tried to explain the curving of space time by massive objects like neutron stars and black holes. I even used a sheet of spandex to represent space-time which we bent using different weights. However my students were very confused how space, which they perceive as "emptiness" or "nothing," could be bent. In their minds you can't change the shape of something that isn't there. Other than that they're perfectly content with the idea that gravity pulls on objects and can even make light bend, but I was hoping to explain "why" this happens. To be honest I don't quite know how to explain this concept any better since we can't directly "see" space curve, and I'd definitely appreciate some insight.