If I create a personal space, and then remove it again, there is no option in the menu to create the personal space again. The option is just "personal space" and leads me to the "Browse space" view.

The reason seems to be that the space is not actually deleted. I can go to the "Browse Pages" view and add a page to the space.

I reproduced the error in Confluence 4.3. A customer has reported this issue in a comment on the Confluence documentation, so it probably applies to other versions of Confluence too.