I'm really stuck at the start here - moving a pen so that it pointing in all directions is basically impossible - the space of directions is two-dimensional and you can only trace out a one-dimensional curve (or pair of curves).
Ok, wikipedia makes it clearer:
"In mathematics, a Kakeya set, or Besicovitch set, is a set of points in Euclidean space which contains a unit line segment in every direction."
Quanta writers are generally very good at explaining things, but wikipedia wins hands down in this case...