The fourth wall is like an invisible wall between you (the audience) and the character in a movie, TV show, or play. It is a way of letting the audience know that they are not actually in the story. So, when a character talks directly to the audience they are "breaking the fourth wall," which means they are talking to the audience like they are real people watching the story. This can be a funny and clever way for characters to talk to the audience and make a joke.