The introduction of ColdFusion 8 saw the addition of implicit structure creation where by you could easily create structures by using {} to create the structure key/value pairs.

For example
<cfset struct = {firstname = "Steve", lastname = "Onnis"} />

Now you notice that example ColdFusion 8 does not allow the key to be quoted.  This means the the following

<cfset struct = {"firstname" = "Steve", "lastname" = "Onnis"} />

generates this error

ColdFusion was looking at the following text:
{

This means that you cannot have a structure created in this way that has keys with spaces in them.

ColdFusion 9 however seems to have changed the manner in which this behaves.  ColdFusion 9 implicit structures now allow you to use quoted values for structure keys when creating structures implicitly.

For example
<cfset struct = {"First Name" = "Steve", "Last Name" = "Onnis"} />

Not sure if this is on purpose as the ColdFusion 9 docs don't mention any change in the behaviour but it is certainly something to look out for.