Can I exchange my new iPhonexs max in space gray for the gold color I just got the phone yesterday ?

This will vary by Country and retailer from which the phone was purchased, but Apple has a 14 day refund or exchange policy if you did buy the iPhone directly from them.

https://www.apple.com/shop/open/salespolicies

many countries has a 14 days return of purchase, so if yours do you can just hand it in get your money back and purchase the product you wish for the money.