It's been years since I read it, but the book Flatland deals with this subject in a fun way. The main character, as I recall, lives in a two dimensional world and encounters a being that claims to be from a new third dimension. The three dimensional character describes the 2D character's insides because he can see inside of him, etc. and eventually convinces him of a 3rd dimension. The main point here is that we have senses. Our senses react to the world as it is and give us objective information about reality. With our senses we can discover everything about reality. If some being claims to possess a previously unknown sense he should be able to prove it by the usual means of evidence, deduction and induction.