A closed non-orientable (compact) topological surface. You can get the projective plane in two easy ways; pick whichever one is more convenient:

  • Take a sphere, and identify every 2 antipodal points (that is, pretend that every point is the same as its opposite).
  • Draw a square, then identify the left edge with the upside-down right edge, and the top edge with the backwards bottom edge. That is, the point on the left edge 1/4 of the way from the top is the same as the point on the right edge 3/4 of the way from the top; and the point on the top edge 1/5 of the way from the left is the same as the point on the bottom edge 4/5 of the way from the right.

A Klein bottle is the connected sum of two projective planes. The projective plane is less fun than the Klein bottle, but generalises in a natural way to higher dimensions. Neither can be found in your puny 3-dimensional world.