Along the same lines as the extra-dimensional perception thing, it was explained to me like this:
Imagine you're a mouse in a tabletop maze in a laboratory. Your mouse senses only allow you to perceive length and breadth, but not depth. Therefore, as you scurry about inside the maze, you have no perception that there's a group of scientists leaning over you, observing your every move. All you are capable of perceiving is the maze you're enclosed within.
This analogy could also be applied to ghosts and other paranormal phenomena. Are you really alone in that room, sitting at your PC?