Uhh ... On second thought, young grandson ... you might start off with something simple like a 4-dimensional cube!

Rather than beginning with something so "arty" as a Klein Jar, you might first add the fourth dimension in constructing a simple cube in four dimensions. Use toothpicks.

The key will be in adding the 125th toothpick while maintaining perpendicularity at all 90 degree edges. Email me a photo of your construction when you are finished.

One last hint: You might have your father pick up this excellent book for you on the subject!