Spaces... is there a limit on how many survivors or enemies may occupy a space? I'm assuming it's unlimited, which means you could have like 5 enemies in one space chasing you around...

Unexplored... When an enemy activates and there are unexplored hexes between them and the nearest survivor, can they move onto the hex and treat the entire unexplored hex as one space?

Spend damage dice... on the Combat Knife equipment... what does it mean when it says 'Spend a hit die'?

when its unexplored, as long as the distance is shortest to its destination (usually a fellow player) then yes they will quickly traverse the unexplored tile and treat it as 1 space

There's no limit to the number of things that can coexist in a single space.

Regarding the combat knife, on page 8 of the Rules Reference, players spend dice to cause damage to the enemy. Once the enemy has enough hits, it dies. So, when using the Combat Knife, if you have to spend a leg die to cause damage to your opponent, you take damage. If your opponent isn't hit on the legs or you have enough hits to kill the enemy without using your leg die, you can avoid that damage.