Ever seen the movie Stranger Than Fiction? It's about a man who starts hearing a woman's voice narrating his daily activities, and he gradually begins to understand that he's the protagonist in her—the author's—in-progress novel.
This is far from the first story with a character who breaks the fourth wall, of course. The technique dates back to (at least) Chaucer's Canterbury Tales, but it's particularly notable in Shakespeare's works, with characters such as Iago and Hamlet regularly scheming and soliloquizing directly to the audience. The Marvel character Deadpool is another notable example (see above), as well as Ferris Bueller and Daffy Duck in cinema and TV.
Naturally the term breaking the fourth wall comes from plays (the wall being the imaginary barrier separating the characters on stage and the audience watching them), but in literature, it's most often called metafiction, though this term is a bit more broad. Examples include Kurt Vonnegut appearing as a character in Breakfast of Champions, Vladimir Nabokov's Pale Fire, and even Dave Eggers' A Heartbreaking Work of Staggering Genius (though that last one is debatable considering it's a fantastical autobiography of sorts). Anyway, to the prompt!
Write a story or scene in which one or more of the characters knows that they are in a story. How long have they known? Do they care?
If you want, take it a step further: The narrator absolutely hates one of the characters.