he supposes that he is a 2d creature unaware that it is in fact 3 dimensional, he marks a spot on the plane and sets off in one direction and eventually winds up back where he started.
If the space is wrapped around a sphere, the 2D creature will not be entirely unaware. If you were a 2D being who wants to find out if you're living on a sphere, fire two rays of light and try to keep them exactly parallel. If you're living on a sphere, you will find this is impossible. The light rays will eventually diverge, because there are no parallel lines on a sphere (a line on a sphere is always a great circle. Lines of latitude are actually curved).
If we live on a 4D sphere, we could find out with a similar experiment. People have tried this, and the light rays don't diverge. So there's no evidence yet that we live on a 4D sphere.
There is another possibility. Imagine a 2D being living on the surface of a torus (a doughnut). Now his light rays don't diverge, but if he moves far enough he'll end up back where he started. Our situation could be more like this i.e. we live on a 4D torus. The only problem is that there's no way to test this theory without actually going all the way round, AFAIK.