I'm not sure what kind of argument can convince you, since you seem to reject the everyday experience that the world has three dimensions. Nevertheless, I'll try to give an alternative argument of why this is the case (at least for a macroscopic scale). The argument is related to how things scale with distance.
Observe that the area of a $d$-dimensional sphere of radius $r$ is proportional to $r^d$. Imagine some kind of flow emanating from some point in $(d+1)$-dimensional space. The total flow that traverses any $d$-sphere centered at that point will stay constant with radius, so the flow per unit area (meaning $d$-dimensional volume) will scale as $1/r^d$.
In our world, many physical phenomena involve scalings like $1/r^2$. This kind of laws appear in the cases where some flow should propagate freely along every possible dimension. Thus, they are all explained nicely with the same underlying principle: a flow per unit area when the total number of dimensions is three.
Some examples of inverse square laws are:
- Newton's law of gravitation
- Coulomb's law
- Sound intensity fall-off from a point source
- Light illuminance fall-off from a point source
Now, it could be the case that there are more dimensions but everything is restricted to three spatial dimensions. But what does this mean? If it doesn't affect anything, if it can't be measured in any way, we can just forget about it. Just use Occam's razor: why would we imagine extra things in the universe that don't have any possible effect in anything?
Another possibility is that at least some things propagate through the extra dimensions but there's something preventing us from noticing this fact. The most common idea in this kind of models is that the extra dimensions are small, so we can't see them yet. This happens, for example, in string theory or in some models that have become very popular in the last decade, such as "large" ($1\,\mathrm{mm}$) extra dimensions or the Randall-Sundrum model.
In one of them, the weakness of gravity is explained by saying that it is the only force that propagates through the extra dimension, thus losing strength with respect to the others. In this model, we expect to be able to measure deviations of the inverse square law for gravity at small distances. In general, any model with small extra dimensions predicts new effects at small distances.
This possibility isn't ruled out, so we aren't sure that the world has only three spatial dimensions. It could be the case that there are more, but very tiny.