A book recommendation for fellow geeks:
Flatland: A romance of many dimensions
Imo, this book is simply amazing. Written in the 1880s, it explores the concept of the existence of other dimensions.
Flatland tells a story which takes place in a two-dimensional world. The inhabitants of Flatland can move back and forth or left and right, but they have no concept of up or down. (think 2D) The story deals with what happens when a shape from a 3D world tries to communicate with one of the Flatland inhabitants. The 2D protagonist, a square, can't see the 3D stranger above him because he has no concept of up and down, so as far as he's concerned, the stranger is just a voice in his head.
In the same way, we have no idea about what's happening in the higher dimensions, because we are unable to perceive or even comprehend the existence of things in those directions. (Think about how dogs can hear voices at frequencies that humans are unable to, or how the Mantis Shrimp can see 16 different basic colors, 13 of which we humans can't even process or imagine!) But science suspects they exist because, like in Flatland, sometimes particles disappear from our universe and reappear elsewhere, a phenomenon we call "quantum tunneling."
If this theory is right, then it provides a perfect explanation for the existence of ghosts and visitors from other dimensions!