Hey, this is not supported by default.
Take a look at the following open issue and the related disussion:
https://jira.atlassian.com/browse/CONF-1095
https://confluence.atlassian.com/display/DISC/Nested+Spaces
There is a plugin you could check out:
https://marketplace.atlassian.com/194
Other than that, I know that with RefinedWiki you can group spaces at least visually:
Cheers Christian
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