That's the Hales-Jewett theorem. The density Hales-Jewett(3) is a little different. Suppose you're putting X's on a 3x3x...x3 (n-dimensional) grid. Such a grid has 3^n points. What the theorem says is that if you've put X's on at least, say, 1% of the 3^n points, then you must have made a line somewhere if n is large enough. You can replace the 1% with whatever fraction you please, but that will change how large n has to be. No, the theorem doesn't state exactly how large n has to be, but already it's a challenging problem.
Terry tao's blog has an explanation that's about as simple as you're going to find. (At least one that actually explains the math without handwaving).
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