[Siegmund]

I second the recommendation of Edwin Abbott's Flatland, a Romance of Many Dimensions.

I was introduced to Flatland via Rudy Rucker's The Fourth Dimension: a Guided Tour of the Higher Universes, which I also recommend. You are not the first to notice some similarities between the supernatural and the higher-dimensional; a healthy list of philosophers have suggested that a four-dimensional being playing in our 3-space would look like an angel or a ghost to us.

Whether that fourth spatial dimension is "really there" or not is sort of an un-question... even if it is, we can't get to it or point at it. What we can prove is that our own space is curved rather than flat, i.e., that we are living on a 3-dimensional surface twisting around in some higher-dimensional space. Much the same as how one can prove the earth's surface is wrapped around a sphere rather than being a flat sheet without actually going into space or drilling through the center of the earth to prove it. (The details aren't as simple.. but yes, it's pretty much an established fact that space has positive curvature, not a matter of religious debate.)