Dimension X is a war torn alternate dimension parallel to the one occupied by the Teenage Mutant Ninja Turtles. 
Teenage Mutant Ninja Turtles
For more information on Dimension X in the Teenage Mutant Ninja Turtles comics, see here
After the trial of Krang ended, the Turtles prepared to return home to New York. The Collectors manifested just as they were about to leave. They thought they were a kind of Dimension X Native they didn't meet yet. Michelangelo wanted to stay back and interact with them but they suddenly transmogrified and took on the Turtles' forms then attacked. The Turtles were unable to make physical contact with their weapons. Donatello reset the transporter's controls and went through a portal to the dimension inhabited by the Ghostbusters he previously encountered.
- On page 5 of Teenage Mutant Ninja Turtles/Ghostbusters Volume 2 Issue #2, Donatello mentions professional wrestling in Dimension X. This took place in Teenage Mutant Ninja Turtles: Dimension X #3, which released on August 16, 2017.
- IDW Comics
- Donatello (2017). IDW Comics- "Teenage Mutant Ninja Turtles/Ghostbusters Volume 2 Issue #1" (2017) (Comic p.9). Donatello says: "We were about to return to our New York from Dimension X... this place that... well, that's a long story, point is, we were about to go home."
- Donatello (2017). IDW Comics- "Teenage Mutant Ninja Turtles/Ghostbusters Volume 2 Issue #2" (2017) (Comic p.5). Donatello says: "Well, that'll be at least more fun than professional wrestling in Dimension X."