We really do live in and experience a world with three spatial dimensions. All physicists agree on that. The holographic cosmology models, however, posit that the three-dimensional Universe that we experience is a holographic projection from a two-dimensional universe which is more fundamental. Meanwhile, there are also other models that posit that our Universe is actually just one slice of a higher-dimensional universe of some sort, with some sort of mechanism (there are a variety posited) preventing us from perceiving the extra dimensions.