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The set of all points in space that are the same distance from a given point is called a sphere.
It is simply the space, which may be any number if dimensions.
3-d space.
Yes, and no. The solution set to an inequality are those points which satisfy the inequality. A linear inequality is one in which no variable has a power greater than 1. Only if there are two variables will the solution be points in a plane; if there are more than two variables then the solution set will be points in a higher space, for example the solution set to the linear inequality x + y + z < 1 is a set of points in three dimensional space.
In 2-dimensional space, a circle. In 3-dimensional space, a sphere.