Space heaters are only an option for keeping warm when living in your vehicleIF you are connected to shore power or using a generator. The electrical demands of a space heater are far beyond the capacity of an batteries you may have installed and it will quickly deplete them.
If you do have shore power available, a space heater can be a very effective way to heat your van since your overall living space is fairly small. If you need to use an extension cord, ensure that it is rated for use with electric heaters and use the shortest cord you can. Be sure to get a heater with tip-over protection, and follow all safety directions that come with your heater. You may wish to get an oil-filled heater for a safer and more stable heat, but these are generally larger than is practical for van life.
At night, you may wish to consider a bed warmer instead of a space heater, or another contact warming option.