It’s possible that there could be more than the 4 space-time dimensions than we are normally aware of. There would have to be something different about the extra dimensions in order to hide them from us, though. It could be that the normal everyday matter is stuck on a “brane” (short for membrane) within this higher dimensional space, so we cannot experience it except through gravity.
The extra dimension might also be very small – like a tightly rolled up sheet of paper. In that case, there wouldn’t be much room to move around the extra dimension, which is why we wouldn’t see it.