If I pick up a rock and set it on a ledge above my head, I do work in the process. The work I do is termed "potential energy". We know how to recover the energy (i.e. let it fall back to earth).
However, while resting above the surface the energy is said to be "stored in the gravitational field", presumably meaning the space between the elevated rock and earth. Suppose we perform this experiment on the moon where we know the space between the elevated rock and surface consists of an empty vacuum of space which contains absolutely nothing. How can empty space store energy? That is, how can "nothing" have any properties whatsoever?