There are many ways to visualize real projective space (RPn).
1) You can see RPn as the space of all the lines through the origin in Rn+1
2) You can see RPn as the n-sphere in Rn+1 but with antipodal points identified. This is rather abstract since it means that a point in RPn is like two points in Sn. And when you move one of those points in Sn, the other one follows along so as to remain antipodal to it.
The relation with this representation of RPn and the first one is that any line in Rn+1 intersects the n-sphere in two antipodal point. And conversely, to any pair of antipodal point on the n-sphere, there is a unique line passing through them. This yields a bijection (and even a homeomorphism) between the space of all lines and the abstract space of antipodal points in the sphere.
3) You can see RPn as the closed unit disk Dn in Rn but again, with antipodal points of its boundary (which is the (n-1)-sphere) identified. This model is related to the second one by taking the sphere of model #2 and removing the southern hemisphere, but keeping the equator (by doing so we don't lose any point since each point in the southern hemisphere simultaneously exists as its antipodal point in the northern hemisphere!). After this, just flatten down the northern hemisphere to a disk (like you would flatten a hat on a table with your fist!). Then you get a disk with the points in the boundary identified with their antipodal counterpart.
I like this third model best for visualization because, for instance, it allows you to view RP² as one of these old video games in which you control a spaceship and such that whenever you fly into the side (boundary) of the screen, you reappear at the opposite (antipodal) side of the screen.
Similarly, you can visualize RP³ as a 3-d space like the one we live in, but with the peculiarity that whenever you go walk in a straight line for a certain distance, you come back to where you started.
There is also a property that is common to all the even-dimensional projective spaces that if you are an n-dimensional being living in RPn (where n is even) and you set out for a journey in a straight line, when you come back to your starting point, you will arrive as a mirror image of yourself! For instance, if you are a 2-dimensional being, you will come back and your left hand will be where your right hand was when you set out the journey. Redo the journey and you come back as your old self. This is an illustration of the phenomenon that RPn is orientable if and only if n is odd.