If I have a bag filed with 6 marbles, 2 blue marbles, and 4 yellow marbles, and I had to pick one from the bag, what is my sample space?

Sample space is the set of all possible outcomes.

If you pick one single marble from a bag filled with blue and yellow marbles, the only outcomes are Y=yellow marble, and B=blue marbles.
So
Ω = {Y,B}