How is a tesseract formed and what does it show about the 4th dimension?

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Maxwellkid
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I'm beginning to study multiple dimensions, and I guess the first step after the x, y, z coordinate system is to study how the TESSERACT is formed.

How is this weird 4 dimensional cube formed? I've seen videos and pictures of it, but I cannot imagine the 4th dimension. any advice?
 
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You might try the stereoscopic 3D projection on this page (but it can strain your eyes).

The "picture" in my imagination starts with a 3D cube, which then gradually shrinks to a smaller size; so time becomes the 4th dimension.