Hilbert space is defined as a complete inner product space, which can be finite-dimensional, like R^n, or infinite-dimensional, consisting of infinite sequences of real numbers. In finite dimensions, the usual dot product is used, while in infinite dimensions, the squared length is determined by the sum of squares of the sequence. Only those sequences with a finite squared length are considered part of a separable Hilbert space. Additionally, there are generalizations involving functions defined on intervals with finite integrals. Understanding Hilbert space is crucial for various mathematical applications, particularly in functional analysis and quantum mechanics.