When the cosmic microwave background (CMB) radiation was first able to be emitted, about 380,000 years after the Big Bang, it was not emitting into anything in the conventional sense. At that time, the universe was filled with an extremely hot, dense, and opaque plasma composed primarily of protons, electrons, and photons. The interactions between these charged particles were frequent and energetic, preventing light from traveling freely without being scattered.
However, as the universe expanded and cooled down, the conditions became more favorable for atoms to form. This process, known as recombination, occurred around 380,000 years after the Big Bang. During recombination, electrons and protons combined to form neutral hydrogen atoms, and the universe became transparent to photons. The CMB radiation we observe today is the afterglow of that early universe when it transitioned from an opaque plasma to a transparent gas.
So, when the CMB radiation was first emitted, it was not emitted into a preexisting space or medium. Instead, it marked the moment when the universe became transparent to light, allowing the photons to travel freely through space. Over time, these photons have been stretched and cooled by the expansion of the universe, resulting in the CMB radiation we detect today as a faint but nearly uniform glow in the microwave portion of the electromagnetic spectrum.