Formation of Unit Vectors as $N-1$ Dimensional Sphere

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From a part on proving the Hessian criterion for the existence of minima and maxima in the book Vector Calculus (Colley S.).

It states that in $R^n$, the set of all unit vectors forms an $N-1$ dimensional sphere $S$, which is compact.

Please elaborate why the set of all unit vectors form an $N-1$ dimensional sphere rather than $N$ which seems more appropriate to my imagination.