Are there heavenly bodies between galaxies? I do understand that galaxies were formed in the famous Big Bang. However, I also understand that if such an explosion occurs in empty space it will never form distinct galaxies, it should more or less evenly fill the whole empty space. 

Many of these might clot together to form galaxies but I cannot agree that between the void of galaxies there are no other bodies.

Am I missing something?
The Big-Bang was not an explosion in empty space.
Inter-galactic space is not empty, there is an inter-galactic medium, gas clouds and material ejected from galaxies, including stars and possibly globular clusters, by various mechanisms...