This is a more detailed version of @tparker's answer.
Suppose $\phi(x,t)$ is a spherically symmetric solution to the wave equation satisfying the initial conditions
$$\phi(x,0)=0$$
$${\partial \phi
\over\partial t}(x,0)=f(x)$$
Then we have:
Theorem 1: If the number of dimensions is odd, $\phi(x,t)$ is completely determined by the values of $f$ on the past ``light cone'' of $(x,t)$.
Theorem 2: If the number of dimensions is even, $\phi(x,t)$ depends on the values of $f$ both on and inside the past light cone of $(x,t)$.
More precisely, let $M(x,t)$ be the mean value of $f$ on the sphere of radius $t$ around $x$. Then Theorems 1 and 2 follow from:
Theorem 1$'$: If the number of dimensions is odd, $\phi(x,t)=t M(x,t)$.
Theorem 2$'$: If the number of dimensions is even, then
$$\phi(x,t)=\int_0^t s M(x,s) / \sqrt{t^2-s^2} ds$$
So in evenly many dimensions, the mean value of f on every sphere of every radius from $0$ to $t$ contributes to the solution, while in oddly many dimensions, only the sphere of radius $t$ contributes. In particular, in evenly many dimensions (but not in oddly many) an initial disturbance at the origin can have effects at $x$ long after the initial wave crest has passed.
Theorems $1'$ and $2'$ are not too difficult to prove, but it might be more illuminating to consider the underlying intuition. Namely:
Given initial data for (say) a 2-dimensional wave, we can create initial data for a 3-dimensional wave by using the same data and making it independent of the third coordinate, which I'll call $z$.
Now if we solve the 3-dimensional problem, we should get a solution independent of $z$; restricting to the plane, we've solved our 2-dimensional problem.
Under this operation, if our initial data are concentrated near the origin for the 2D-problem, they'll be concentrated all along the $z$-axis for the 3-D problem. So from every point along the $z$-axis, we get an expanding 3-dimensional sphere of non-zero wave.
Now consider a point $P$ in the plane. Every one of our vertical array of expanding spheres will eventually pass through point $P$. That's why there will be ongoing non-zero wave values at point $P$ (and explains exactly why it's everything inside the past light cone, not just on the light cone, that matters at a given event).