While the existence of extra dimensions is a cool idea, it's currently not supported by any evidence
According to the leading theory of how the Earth-Moon system formed (the Giant Impact Hypothesis), a Mars-sized object (named Theia) collided with a proto-Earth 4.5 billion years ago. This turned both objects into molten lava, which eventually coalesced and cooled to form the Earth and Moon. Over time, the Moon migrated outward, eventually reaching its current, tidally locked orbit around Earth, where one side is permanently facing us. For decades, scientists have debated where Theia may have originated, whether it formed in the inner or outer Solar System.

