When defining the property of an object, why would you choose "employee number" over employee_number?

(If I use the wrong word when describing anything, please feel free to point out what it is actually called.)

In the most recent lesson for Javascript I watched, I learned how to give an object various properties. He did the example of how if you name an object "me", you could give it the properties "first_name" and "last_name". Additionally, calling on one of these specific properties would be me.first_name, or me.last_name.

var me = {
   first_name: "Joe", 
   last_name: "Williams"
}

Where I got confused is when he explained that while first_name and last_name are valid names, "Employee number: 1" would not be and that it would have to be a string.

var me = {
   first_name:"Joe",
   last_name:"Williams",
   "Employee number": 1;
}

Why wouldn't I just say Employee_number in this instance?