In this chapter we introduce an important concept concerning the study of both discrete and continuous dynamical systems, the concept of phase space or “state space”. It is an abstract mathematical construction with important applications in statistical mechanics, to represent the time evolution of a dynamical system in geometric shape. This space has as many dimensions as the number of variables needed to define the instantaneous state of the system. For instance, the state of a material point moving on a straight line is defined by its position and velocity at each instant, so that the phase space for this system is a plane in which one axis is the position and the other one the velocity. In this case, the phase space is also called “phase plane”. It is later applied in many chapters of the book.