We can’t really visualize 4 dimensions, but you can take the question down a dimension to get a sense of what it would be like. Consider a mobius strip. That’s a 2 dimensional object that has a twist through the 3rd dimension. Think about a mobius strip looks like in a 2d picture, how that twist is represented, that visual trick is what’s happening in the Klein bottles that we make in 3 dimensional space.
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