You can create a space with HTML in the name. In most places this space name is correctly encoded however in the tree component given when you chose to move a page the destination space is name is not encoded properly.

To reproduce.
1) Create a space called <script>alert("Howdy");</script>
2) Create a page in another space
3) Move this new page, chosing the previously created space as the destination
4) You'll get a friendly 'Howdy' alert.

Because permissions can be set such that any user has space create permission this is a slightly greater problem than it might originally sound.