What is there in the intergalactic space?

There can be stars (and small star systems). Stars need not be found only in galaxies.

There can be gas clouds.

Most nebulae are in intergalactic space. Indeed, for a while, both galaxies and nebulae were termed as "nebulae" until the differing nature of galaxies was discovered.

Almost any (small) structure that can be present in a galaxy can be present in intergalactic space, for that matter. Black holes (neutron stars, white dwarfs, brown dwarfs, ... ), star clusters, star systems, etc can all be present.

Finally, there's a very rare (rare in the density sense) plasma, mainly of hydrogen, that makes up almost all of the intergalactic medium. Zero pressure is an unattainable ideal case.