The unprecedented prowess of measurement techniques provides a detailed, multi-scale look into the depths of living systems. Understanding these avalanches of high-dimensional data -- by distilling underlying principles and mechanisms -- necessitates dimensional reduction. We propose that living systems achieve exquisite dimensional reduction, originating from their capacity to learn, through evolution and phenotypic plasticity, the relevant aspects of a non-random, smooth physical reality. We explain how geometric insights by mathematicians allow one to identify these genuine hallmarks of life and distinguish them from universal properties of generic data sets. We illustrate these principles in a concrete example of protein evolution, suggesting a simple general recipe that can be applied to understand other biological systems.