The "fourth wall" is a fiction term referring to the idea that the fiction - be it play, song, book, film, game, or any other form of media - exists without acknowledging the viewer. But the fourth wall in video games is a bit different, because the player is always a participant - we just have to play along and pretend that teaching a protagonist how to walk (in, say, a tutorial sequence) can really fit into the fiction. The line between player and character is so slim that video games that break the fourth wall really stick out, especially when they remind you that it's all a game in clever, subversive ways.
Video game perspectives are unusual because there's a degree of participation that isn't present in other media. You embody a character, but usually, that character doesn't represent you. You may also exist as a sort of godlike being with power over multiple in-game characters, but there's always a degree of separation. When games ignore that separation and address the player, whether outright or through more clandestine means, we get narratives that really muse on the nature of agency, challenge us to think differently, or, in some cases, just plain make us laugh.