It is one of those problems which will keep you thinking for much time. But did you consider the fact that that the number of pennies are not told and the question asks if the stack will fit the room or not.

Also the size of the room is not mentioned and it is left to your intuition. Now consider the Empire State Building which is 102 stories tall or say 100 story tall on a rough note. Now that is hundred times more than an ordinary room measured on the inside. Now you will have to break the skyscraper-high column of pennies into about a hundred floor-to-ceiling-high columns. Now the question becomes if you can fit approximately hundred floor-to-ceiling penny columns in a room?

Surely! It will be just a ten by ten array of penny columns. Of course, every room will have enough space to set hundred pennies flat on the floor.