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From biology to social science, the functioning of a wide range of systems is the result of elementary interactions which involve more than two constituents, so that their description has unavoidably to go beyond simple pairwise-relationships. Simplicial complexes are therefore the mathematical objects providing a faithful representation of such systems. We here present a complete theory of synchronization of $D$-dimensional oscillators obeying an extended Kuramoto model, and interacting by means of 1- and 2- simplices. Not only our theory fully describes and unveils the intimate reasons and mechanisms for what was observed so far with pairwise interactions, but it also offers predictions for a series of rich and novel behaviors in simplicial structures, which include: a) a discontinuous de-synchronization transition at positive values of the coupling strength for all dimensions, b) an extra discontinuous transition at zero coupling for all odd dimensions, and c) the occurrence of partially synchronized states at $D=2$ (and all odd $D$) even for negative values of the coupling strength, a feature which is inherently prohibited with pairwise-interactions. Furthermore, our theory untangles several aspects of the emergent behavior: the system can never fully synchronize from disorder, and is characterized by an extreme multi-stability, in that the asymptotic stationary synchronized states depend always on the initial conditions. All our theoretical predictions are fully corroborated by extensive numerical simulations. Our results elucidate the dramatic and novel effects that higher-order interactions may induce in the collective dynamics of ensembles of coupled $D$-dimensional oscillators, and can therefore be of value and interest for the understanding of many phenomena observed in nature, like for instance the swarming and/or flocking processes unfolding in three or more dimensions.