As has been said, it's a matter of personal choice. Spaces in filenames can be a problem for some software and web applications, and it's common to replace spaces with an underscore except that then the underscore can't be seen if a hyperlink is shown underlined.
I prefer to use a hyphen.
I'd suggest retaining the original file number as part of any new filename so you can find the original RAW (or whatever) more easily. Embedded keywords and such like are a great idea provided (IMO) that they don't lock you into proprietary software. I've never been a fan of databases TBH, but some people love them.