I think you need to watch a few more tutorials, however here are some quick tips.
First of, you can have as many states as you want.
you could have one for running, one for walking and one for idle instead of using a blendspace - it all depends on what movement you are going for (see point 4)
Second thing, and probably important as you won’t necessarily find it mentioned in tutorials, Blendspace are only good for specific things - movement not so much.
you can grab any paragon character or even create a 3d blendspace with the mannequin to see why.
Your feet will dip under the ground any time your blendspace approaches a 50% blend between 2 different animations.
As such you either need to invest time and effort (or money) in a proper Foot IK solution that keeps your feet on top of the ground or know ahead of time so that when you notice it later you won’t have to guess about why it happens - (and you’ll have to be ok with the sub par result)
Third thing, you probably want to check that your transition rule for going from idle to running/walking makes sense.
You should transition into that state - regardless of what animation it uses inside, blendspace or animation - if speed is > 0; likewise you want to transition out when speed is < or = 0.
If you add a sprint you may only want to transition when shift is pressed And speed is > 0.
decide what YOU are going for.
you have a multitude of ways a character can move. You need to determine what you want based on something else you saw or some logic you decide to adopt in order to determine how you go about it.
the most common approach is to only allow the character to move forward in the direction you point it ( seen in 3rd person demo).
the most comprehensive approach is to have 8 different animations for each possible 45deg. Direction (forward, right 45, right 90, back right 45, back, back left 45, left 90, left 45). These go into a blendspace normally and you will most definitely need a foot IK solution to have it look good.
Hope that helps.
keep on learning and if you have other questions or if you transition state was not the problem just ask