The collection of points described with n real coordinates is called R^n. R^n is a vector space, meaning you can add and subtract elements of R^n ("vectors"), and you can scale them (multiply each coordinate by the scaling factor).
R^n can also be given the structure of an affine space, meaning you can add a vector to a point to get another point, and you can subtract points to get the vector between them. This might look very similar to the vector-space structure of R^n, but notice that in affine space there is no special point designated as the origin, you can't scale a point, you can't add two points... (but you can compute a weighted average of points).
Notice that in affine space we haven't defined a notion of distance or angle. If you define the distance the usual way, you have Euclidean space.
Another useful structure for game programming is projective space. When you see people using 4 coordinates for 3-dimensional space, that's a sign that projective geometry is being used.