User blog comment:Schoolbus13/Fourth Wall anyone?/@comment-6125498-20130324231342/@comment-5842470-20130324232101

Think of it this way:

First Wall: Character can interact with themself.

Second Wall: They can interact with other characters.

Third Wall: Characters can interact with other characters they shouldn't be able to (Like a narrator)

Fourth Wall: Character interacts with things in the real world. (Usually by acknowledging they are in a game and talking to the user)

Hope this helps...