A true Klein Bottle requires 4-dimensions because the surface has to pass through itself without a hole. It's closed and non-orientable, so a symbol on its surface can be slid around on it and reappear backwards at the same place. ... A true Klein Bottle lives in 4-dimensions.
Some technical details: the height of the model is 235mm to the nose. Width 180 mm. The wall thickness is about 2 mm. When designing this model, I tried to avoid all sharp corners.