Learn Russian: Весь этот космос — огромная система.

Because it describes the noun космос (space), which is masculine. Therefore, we use the masculine singular form весь. If the noun were neuter, you would use всё, and for a feminine noun, you would use вся.

Why is there a dash (—) before огромная система?

In Russian, the present tense verb for 'to be' (am, is, are) is usually left out. When a sentence connects one noun to another noun (like 'space is a system'), a dash is written to replace the missing verb.

Why is the adjective огромная feminine if the main subject космос is masculine?

Adjectives must match the gender of the specific noun they are attached to. Here, огромная (huge) is describing the word система (system). Since система is feminine, the adjective must take the feminine ending -ая.

Can I use the word космос to talk about having enough space in my room?

No, космос specifically means outer space or the universe. If you are talking about physical room or empty area, you would use a word like место (place or room).

Is it possible to change the order and say Этот весь космос?