WolframMathWorld on parallel lines:
Two lines in two-dimensional Euclidean space are said to be parallel if they do not intersect.
In three-dimensional Euclidean space, parallel lines not only fail to intersect, but also maintain a constant separation between points closest to each other on the two lines. Therefore, parallel lines in three-space lie in a single plane (Kern and Blank 1948, p. 9). Lines in three-space which are not parallel but do not intersect are called skew lines.
How are parallel lines commonly, or reasonably, defined for dimensions higher than three?
A good definition is:
This definition make sense also in $n-$dimensional spaces, with a suitable definition of what a plane is, as for an affine plane (because parallelism is an affine notion).