The nature of that world would be beyond their comprehension. You could sit only few inches from the fish, yet be separated from them by an immense chasm. You and the fish lives would be spent in two distinct universes, never entering each others world, yet were separated by only the thinnest barrier, the waters surface. Now imagine that you are in a rainstorm next to the same pond.
You notice that the ponds surface was bombarded by thousands of tiny raindrops. The ponds surface would eventually become turbulent, and the water lilies were being pushed in all different directions. To the fish the water lilies would be getting pushed around by themselves without anything pushing them. Since the water around them would appear invisible, much like the air and space around us, they would be baffled that the water lilies could move around by themselves.
Now imagine that there is fish scientists that would concoct clever invention called a force in order to hide their ignorance. Unable to comprehend that there could be waves on an unseen surface, they would conclude that lilies could move without being touched because a mysterious invisible being called a force acted between them. They might give this illusion impressive names (such asaction-at-a-distance. Many scientists believe we are like the fish swimming contentedly in that pond. We live our lives in our own pond, confident that our universe consists of only the see and touch.
Like the fish, our universe consists of what is familiar and visible. We smugly refuse admit that parallel dimensions or universes can exist next to ours, just out of our grasp. One of these dimensions is the 2nd dimension. To the 2 dimensional beings or Flatlanders, our dimension is incomprehensible to the Flatlanders.
The 3rd dimension is to complex for the Flatlanders brain. Flatlanders can not have a digestive tract simply because the being would be split in half. Unlike us Flatlanders cannot escape from a circle. In Flatland, a jail is a circle drawn around a person. Escape from this jail is impossible in 2d.
However a 3rd dimensional person can remove the Flatlander off of the surface and placed somewhere else. To the jailer imprisoning the prisoner, it would appear as though the prisoner had just vanish into thin air. Flatlanders cannot visualize a cube, but they can conceptualize a three dimensional cube by unfolding it. To a Flatlander a cube when unfolded resembles a cross, consisting of six squares. Similarly, we cannot visualize a four dimensional hypercube, but if we unfold it we have a series of cubes arranged in a cross like tesseract.
Although the cubes of a tesseract appear immobile, a four dimensional person can fold up the cubes of a tesseract into a hypercube. Another dimension is the 4th dimension. Imagine being able to walk through walls. You wouldnt have to bother with opening doors; you could pass right through them. You wouldnt have to go around buildings; you could enter them through their walls and pillars and out through the back wall.
You wouldnt have to detour around mountains ; you could step right through them. When hungry, you could simply reach through the refrigerator door without opening it. You could never be accidentally locked inside your car; you could simply step right through the car door. Imagine being able to disappear and reappear at will. Instead of driving to school or work, you would just vanish and rematerialize in your classroom or office.
You wouldnt need an airplane to visit far away places you would just vanish and rematerialize at your destination. Imagine having x-ray eyes. You would be able to see accidents happening from far away. After vanishing and rematerializeing at the site of the accident, you could spot the exact location of al the victims even if they were buried under debris.