Hi engstudent, welcome to PF.
engstudent321 said:
If a curved 2-D surface (like the surface of a sphere) must curve into a third dimension...
There's your problem right there. A surface
does not need to be embedded in a higher-dimensional space in order to have curvature. In geometry there are two broad types of "curvature." The first is called "extrinsic" curvature and arises as a result of a geometric object existing in some higher-dimensional space. As an example, take a piece of string and hold a point in the middle of the string between your thumb and forefinger. The endpoints of the string will be lower than the point at which you're holding the string, and it's pretty obvious that the string "curves" around the point you're holding. This is called
extrinsic curvature.
The second type of curvature is called "intrinsic," and is a type of curvature that a geometric object has regardless of whether it's embedded in a higher-dimensional space. To go back to our example of a string, a surprising fact is that while the string can have an extrinsic curvature if it exists in two or more dimensions, it
cannot have an intrinsic curvature; this is a general property of one-dimensional objects, of which a piece of string is a good example.
To the broader question of whether our spacetime must exist in a higher-dimensional space in order for it to be curved, the answer is no. Standard general relativity asserts that our universe is a four-dimensional spacetime and that nothing exists outside this spacetime. In particular, there isn't (according to empirically tested theories such as GR) a "higher dimensional space" in which our universe exists. Thus, from the point of view of GR, spacetime cannot have extrinsic curvature. It can, however, have intrinsic curvature, a property usually described in terms of a mathematical object called a Riemann tensor.
If you're interested, a
recent thread asked a related question. There's also a
slightly older thread that discusses cosmological implications of this. A word of warning though: in the first thread you should ignore anything said by MeJennifer and A.T. since their claims are wrong. There are lots of decent contributions to the second thread, although you'd be well advised to ignore anything said there by Robert100 (and anyone who agrees with him) since, once again, they're wrong in what they claim.