"
The fourth wall" is an expression stemming from the world of theater. In most modern theater design, a room will consist of three physical walls, as well as a an imaginary fourth that serves to separate the world of the characters from that of the audience.
In fiction, "
breaking the fourth wall" often means having a character become aware of their fictional nature. This can range from your character advising you to "Press X" in a tutorial all the way to
Psycho Mantis reading your memory card and mentioning the other games you've been playing. However, the most direct violation of
the fourth wall would be a character openly acknowledging they are in a video game or even directly speaking to you, the player, instead of to your character.