@jeff “Spaces” are their virtual desktop-like thing. By default you can independently flip between separate spaces on a per-monitor basis. With that, they all switch together.
The thing I mentioned is this: Suppose you have a window on the left screen. If you drag it to span the border between the left and right screens, and let go of the mouse button, the whole window snaps into whichever screen had the mouse cursor on it.
This isn't a problem at all in practice.