Replace spaces with underscore "_" for usernames.

replace_spaces_with_underscores.php

<?php // Do not copy this tag.
/**
 * Replace all spaces with an underscore when new users register for Paid Memberships Pro.
 * Add this code to your PMPro Customizations Plugin -  https://www.paidmembershipspro.com/create-a-plugin-for-pmpro-customizations/
 */
 
 function my_custom_user_registration_changes( $userdata ) {

	$userdata['user_login'] = str_replace(' ', '_', $userdata['user_login'] );

	return $userdata;
}
add_filter( 'pmpro_checkout_new_user_array', 'my_custom_user_registration_changes', 10, 1 );