You can find sidebar spacing settings under Appearance Customize Spacing Sidebar

Below are the available options.

Sidebar Padding

Here you can manage spacing between sidebar content and sidebar edges. This will add padding to the top, bottom, left and right side of the whole sidebar.

 

Widgets Margin Bottom

It will add the bottom margin for individual widget inside the sidebar.

 

Widget Title Margin Top

It will add the top margin for title of widgets inside the sidebar.

 

Widget Title Margin Bottom

It will add the bottom margin for title of widgets inside the sidebar.

 

Widgets Padding

It will add padding to the individual widget from all sides.