From the point of view of the Erlangen programme we are saying that, in the geometry of X, all points are the same. That was true, one could say, of all geometries proposed before Riemannian geometry. Therefore Euclidean space, affine space and projective space are all in natural ways homogeneous spaces for respective symmetry groups. The same is true of the models found of non-Euclidean geometry, of constant curvature.
A further classical example is the space of lines in projective space of three dimensions (equivalently, the space of two-dimensionsional subspaces of a four-dimensional vector space). It is simple linear algebra to show that GL4 acts transitively on those. We can parametrize them by line co-ordinates: these are the 2x2 minors of the 2x4 matrix with columns two basis vectors for the subspace. The geometry of the resulting homogeneous space is the line geometry of Julius Plücker.
In general, if X is a homogeneous space, and H is the stabilizer of some fixed x in X, the points of X correspond to the cosets G/H. We can assume that H is a closed subgroup of G, for a continuous action: when it is the identity subgroup {e}, we have a principal homogeneous space. For example in the line geometry example we can identify H as a 12-dimensional subgroup of the 16-dimensional group GL4, defined by conditions on the matrix entries h13 = h14 = h23 = h24 = 0, by looking for the stabilizer of the subspace spanned by the first two standard basis vectors. That shows that X has dimension 4. Since the homogeneous coordinates given by the minors are 6 in number, this means that the latter are not indepedent of each other. In fact a single quadratic relation holds between the six minors, as was known to the geometrys of the nineteenth century.
This example is a first example of a Grassmannian, other than a projective space. There are many further homogeneous spaces of the classical linear groups in common use in mathematics.
The idea of a prehomogeneous vector space was introduced by Mikio Sato. It is a finite-dimensional vector space V with a group action of an algebraic group G, such that there is an orbit of G that is open for the Zariski topology (and so, dense). An example is GL1 acting on a one-dimensional space. The definition is more restrictive than it initially appears: such spaces have remarkable properties, and there is a classification.