It's somewhat counterintuitive that simple symmetric random walks in 1 dimension and in 2 dimensions return to the origin with probability 1.
Once one has absorbed that fact, it may be somewhat counterintuitive that the same thing is not true in higher dimensions.
(see Proving that $1$- and $2D$ simple symmetric random walks return to the origin with probability $1$, Examples of results failing in higher dimensions, and Pólya's Random Walk ConstantPólya's Random Walk Constant)