Why can't the Klein bottle embed in $\mathbb{R}^3$?

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I'm working with the definition:

A smooth embedding of M into N is an injective immersion $F:M\rightarrow N$ that is also a topological embedding.

I'd like to explain why the klein bottle cant embed in $\mathbb{R}^3$. The immersion is not injective, thus results in self intersections, correct?