In a SharePoint list, we usually use the user friendly (readable) names in list columns or fields. Each column has a display name and internal name which we also call as physical name of the filed. Just like Title, Description, Full Name.
There internal names are like
|Column Display Name||Column Internal Name|
In above table, you can see the difference between column display name and internal name, SharePoint replace space with _x0020_.
You can change the display name of column but internal name cannot be changed. Some of the good practices is to created list columns without space and then modify column display name to show space Just like Phone Number in above table.
Now, how to check the internal name of the column, it quite simple, if you are doing a REST call on a list, you can get list of all columns showing internal names but if it seems difficult then go to list settings and mouse over the column name, a URL tool tip on left bottom will show the column link details which having the internal Name.
If you are unable to see the complete URL then click the column name which will take you to column detail, you can see the intern column name at the end of browser address bar.
In both pictures, you have noticed that Display is totally different from internal name. This happened when you create a list structure and after some time you get request to change the display name.