4D
If we lived in a 2D world and a 3D sphere passed through our world, what we would observe is a point that transforms into a circle that increases in circumference to a maximum, then decreases in circumference, transforms to a point and then disappears. It's a 3D sphere, but we can only perceive it in 2D. Scale up to our 3D world. If a 4D sphere passed through our 3D world, we would perceive a sphere, one dimension less.
Now think about the 4D of our reality. We can move in 3D and we percieve in 3D, but there is a dimension in which we cannot move or perceive in the same geometry. A 4D sphere able to move in all 4 dimensions would appear to us as a 3D sphere with the ability to enter and leave our perception. If it moves in a direction we cannot perceive, it just vanishes.