Curved space-time
Spacetime is the fabric in which everything happens and which everything has happened. Time and space are not just related, they are the same thing.
To describe spacetime, it's necessary to invoke an analogy.
Imagine you're an ant, an ant which has no perception of up or down. You can only move in a plane. If you set off along a straight line, you can do two things. You can walk forever, or you can end up where you started. If you end up where you started, the only explanation is a third dimension, that you're on the surface of a sphere. The third dimension is inaccessible to you, but it has to exist to explain your findings.
Spacetime may be one of these states. It can be open or closed. Open spacetime would have you walking forever. Closed spacetime would have you returning to where you started. However, the geometry works such that a closed spacetime can be closed, yet not "wrap around".
There is also a flat spacetime, which is a strange intermediate state.
The concept of a 'curved space' is logically flawed because space can only be defined by the distance between two objects, which is however by definition always given by a straight line. Mathematicians frequently try to illustrate the properties of 'curved space' through the example of a spherical (or otherwise curved) surface and the associated geometrical relationships.
However, a surface is only a mathematical abstraction within the actual space and one can in fact connect any two points on the surface of a physical object through a straight line by drilling through it.
Strictly speaking, one can not assign any properties at all to space (or time) as these are the outer forms of existence and it makes as much sense to speak of a 'curved space' as of a 'blue space'. Any such properties must be restricted to objects existing within space and time.
The concept of a distorted space around massive physical objects for instance, as promoted by general relativity, is therefore also inconsistent and should be replaced by appropriate physical theories describing the trajectories of particles and/or light near these objects.
Extra dimensions