The Dirac belt trick is often employed in physics classrooms to show that a 2n rotation is not topologically equivalent to the absence of rotation whereas a 4n rotation is, mirroring a key property of quaternions and their isomorphic cousins, spinors. The belt trick can leave the student wondering if a real understanding of quaternions and spinors has been achieved, or if the trick is just an amusing analogy. The goal of this paper is to demystify the belt trick and to show that it suggests an underlying "four-dimensional" parameter space for rotations that is simply connected. An investigation into the geometry of this four-dimensional space leads directly to the system of quaternions, and to an interpretation of three-dimensional vectors as the generators of rotations in this larger four-dimensional world. The paper also shows why quaternions are the natural extension of complex numbers to four dimensions. The level of the paper is suitable for undergraduate students of physics. (Contains 4 figures and 3 footnotes.)