This shape is a fantastic discovery to mathematicians in 1924, in particular, of the branch
topology.
It is interesting because it is: “An Example of a Simply Connected Surface Bounding a Region which is not Simply Connected.”. Here's some basic explanation:

On a piece of paper, draw a simply connected closed curve (for
example, a circle). Once you draw a circle, it divides the region into
two sections: inside, and outside. A theorem says that this will
always be so. (silly theorem, eh?) Furthermore, the two regions are
similar in the sense that each is a rather coherent blob.

Now, if you have a sphere (aka ball) in space. This sphere also divides the 3D-space into two regions, the inner one, and the other one. Again, the inside region and outside region are similar in the sense that both are coherent blobs.

However, now consider this shape called “Alexander's Horned Sphere”. It divides the space into the inner region and outter region. However, the outer region is no longer a coherent blob, yet the inner region is still a un-pierced blob.

The above is a rough description on why it is interesting.
To understand this exactly, a human animal needs to study math for about a decade.
For a technical description, see:
Alexander's horned sphere.

(This shape is not a stellated dodecahedron. Ask Seifert Surface or Bathsheba in-world if you want to know the detail)

Unless otherwise indicated, the objects shown in this page are created by
Henry Segerman (aka Seifert Surface in Second Life).

Other Websites

“Evaluating Second Life for the Collaborative Exploration of 3D Fractals”, Paul Bourke, Computers and Graphics, 2008-09. Source

“Evaluating Second Life as a tool for collaborative scientific visualisation”, by Paul Bourke. Computer Games and Allied Technology. Singapore, April 28-30, 2008. Source

“Menger Sponge in Second Life” (2008-02) by Paul Bourke. Source