MAX lets you use any characters you want in object names, including spaces and other MAXScript punctuation. You can write pathnames that contain these characters by putting the name in single quotes, for example:
$'a silly name!!'
These quotes do not hide wild-card characters, so if you happen to have an object in your scene with a '*' in it, you have to escape the '*' character in the pathname with a backslash:
$'what the \*'