Yes, you can have spaces in property names, you just need a delimiter around it:
var simple = {
Cicatrix: ["Rock", "Bottom", "Stunner"],
"Yen Sid": ["Pirate", "Heroes", "Power"],
};
However, if you want to loop out the items in a specific order, then you don't want them as object properties, you want them as items in an array. The properties in an object doesn't have a specific order, so when you loop out properties the order depends on the implementation in the browser, and different browsers will give you the properties in different order.
var simple = [
{ name: "Cicatrix", items: ["Rock", "Bottom", "Stunner"] },
{ name: "Yen Sid", items: ["Pirate", "Heroes", "Power"] }
];
To loop through the items and subitems you just need a nested loop:
for (var i = 0; i < simple.length; i++) {
// menu item is in simple[i].name
// subitems are in simple[i].items:
for (var j = 0; j < simple[i].items.length; j++) {
// subitem is in simple[i].items[j]
}
}