In a novel, when a character is quoting another speaker or writer, the conventional way of indicating this is to put single quotation marks around the quoted material. (For American novels — British works may use punctuation marks differently.)
“What did she say?” asked Frida.
” ‘I wouldn’t marry you if you were the last man on Earth,’ ” Bjorn said. “But she smiled when she said it.”
Notice the spaces inserted between the double quotes and the single quotes? They are there to help the reader perceive both marks; otherwise, s/he might miss them or mistake their meaning.
Using a regular spacebar press between the marks is problematic; it might cause one of the double quotation marks to be orphaned or widowed by a line break. Instead, use a nonbreaking space. A nonbreaking space prevents the characters or words it joins from ever being separated by a line break.
On your screen, it will look the same as a normal space, unless you reveal nonprinting characters in File/Options/Display (or, in Word for Mac, Word/Preferences/View).
To type a nonbreaking space, press:
Ctrl+Shift+Spacebar (Word 2010 for Windows) or
Option+Spacebar (Word 2011 for Mac).