Superspace is the coordinate space of a theory exhibiting supersymmetry. In such a formulation, along with ordinary space dimensions x, y, z, ..., there are also "anticommuting" dimensions whose coordinates are labeled in Grassmann numbers rather than real numbers. The ordinary space dimensions correspond to bosonic degrees of freedom, the anticommuting dimensions to fermionic degrees of freedom.
The word "superspace" was first used by John Wheeler in an unrelated sense to describe the configuration space of general relativity; for example, this usage may be seen in his 1973 textbook Gravitation.