The above answers are, of course, correct.
But...
Regex
es may be slow to compile / run and
you don't know to use them!
So, my answer would be... Don't use
Regex
es, then:
static readonly char[] WhiteSpace = new char[] {' ', '\t', '\r', '\n', };
string[] words = initialString.Split(WhiteSpace, StringSplitOptions.RemoveEmptyEntries)