I know this only affects those authors who write 'far out' science-fiction, but I stumbled over this term and was confused by it. They seem to be treated as synonyms most of the time (according to Wiki, at least), but judging by the roots, "interdimensional' would imply they're any being which either belongs to or comes from the current dimension we all share. To further complicate things, "interdimensional" is the much more commonly used term.
It took a little research, as there aren't many sites which differentiate between the two terms, but it turns out that 'interdimensional' means beings who exist between dimensions (i.e. those who live or are from the spaces between different physical dimensions), while 'extradimensional' refers to beings who are from outside the normal laws of our physical universe (i.e. they're more 'magical' beings than it's a location designation).
That presents a conflict in using either term, but for most uses, you'd want to use "extradimensional", as the dimension they're from violates the known laws of our current dimension.
Betcha there aren't many sci-fi nerds nerdy enough to have know that piece of trivia.
Note: Sorry, I meant to post this to the Author's Forum, rather than the Story Discussion Forum, since that's who'd benefit the most from the information. :(