The fourth wall is a magical construct created by the Users to stop the BZPB characters from interacting with the Real World except through the means of OOS communication. Socah lives in a house next to this wall, and reluctantly rebuilds it every time it crumbles.
One of Ynot's goals in life is to break this wall into tiny little pieces.
Sadly, what neither don't seem to be aware of is that a certain genius broke it so well and was such a ninja about it that nobody realized it and it was forgotten from BZPB history.
Heck, everyone breaks it, except Malygos who is probably the only important being to not care about the fourth wall's existence. He just thinks of it as "yet another universe of little importance".