Out past the planets is the heliopause, the final boundary between the solar system and interstellar space. Voyager discovered it, but other probes have confirmed it. The radiation and particles emitted by the sun create a pressurized bubble around it, where plasma (energized particles, mostly hydrogen) is much denser than past the heliopause. Cosmic rays are more prevalent outside it.

I've heard it compared to the empty zone around where a sink faucet first hits, creating a little "wall" of water around it as the splashing water pushes back the standing water.

"Empty" space is anything but. There's tons of particles and energy flying though it, just not as dense.

The solar winds interact with interstellar winds and create a threshold between the two

https://voyager.jpl.nasa.gov/news/details.php?article_id=14