The easiest way to replace white spaces with (underscores) _ in bash

You can do it using only the shell, no need for tr or sed

$ str="This is just a test"
$ echo ${str// /_}
This_is_just_a_test

This is borderline programming, but look into using tr:

$ echo "this is just a test" | tr -s ' ' | tr ' ' '_'

Should do it. The first invocation squeezes the spaces down, the second replaces with underscore. You probably need to add TABs and other whitespace characters, this is for spaces only.