Hi Gary,
Non-integer dimension arises in causal structure theories of quantum gravity, which is referred to simply as a running D - compared to the case where D = n, where n = 0,1,2,3... Of course; this gives space a fractional dimension, and makes it a fractal - along the way - which is simply how surface roughness evolves into a new (whole) dimension or extent. So briefly; fractional dimension arises because of folding of space in the microscale. As Lawrence alludes, the Hausdorff dimension evolves.
One can also think of this as relating to emergent spacetime, because if the observed properties of space and time, this means that intermediate values are accessible between the onset of geometrogenesis and the current era. One can also see this as connected with a different root dimension for the microscale and macroscale, as with Rainbow Gravity (which was explored by Magueijo, Amelino-Camelia, and others). If space is 2-d at the Planck scale and 3-d at the common scale; what is it in between?
Lastly; this is a broad feature of what is called bi-metric gravity. There are many formulations in that family. There's too much to say simply, but as the name implies there are two co-existent descriptions of space - to deal with the weak-field and strong-field, low-energy and high-energy regime, or common scale and microscale, and so on.
All the Best,
Jonathan