|Did you look at the link I posted? It was posted for a reason.|
TRIM is not an "option", it's a function, just like SUM, IF, etc.
Let's say you have " My_Name" in A1 - ignore the quotes, but note the leading space.
If you enter =TRIM(A1) in B1, you should get "My_Name" in B1 - again, ignore the quotes but note that the leading space is gone.
Once you've removed the space with the TRIM function, you can Copy the results of the formula and do a PasteSpecial to paste the results of a formula, not the formula itself, over the original data.
I should add that the character that you are referring to as a "space" might not be a "space". It might be some type of hidden/non-printable character. Copying data from a database can be tricky.
If TRIM doesn't work, you might want to try the CLEAN function, as described here:
I've even seen cases in Excel where both functions had to be used in conjunction in order to get rid of all the extra characters:
Click Here Before Posting Data or VBA Code ---> How To Post Data or Code.