If your space is using the Documentation theme:
Note: The Space Admin option appears only if you have space admin permissions, or if you're part of the 'confluence-administrators' group.
Once you've categorised some spaces, you can view your categories by choosing Spaces > Space directory in the Confluence header, then choosing one of your categories from the list on the left.
To remove a space from a category, follow the above steps to add a space category but, instead of adding a new category, choose the x next to the space category you want to remove. If you remove all spaces from a category, the category will also be removed.
Screenshot: Space categories