No need to add a space. Just move to the end of the last line in the file. Then press enter and save.
The warning is there because some tools will only process text that ends with a new-line character, so if the last text isn't followed by a new-line, that text will be ignored.
Almost all tools really process file data to the last character instead of to the last new-line character, but the compiler warning is there just to make sure that you don't get hurt if you move your code between different tools.