The earth may be round, in which case we’re on the “surface” of a three-dimensional sphere. One much larger than what we’ve seen (since the ground around us is approximately flat), but nevertheless finite.
Of course maybe the 4D sphere of the universe is itself hung in a vast field of other 4D universes, that field is the surface of a 5D sphere, etc.
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Bringing it down a dimension:
Of course maybe the 4D sphere of the universe is itself hung in a vast field of other 4D universes, that field is the surface of a 5D sphere, etc.