Um, wouldn't breaking the fourth wall be the wall that is directly behind the lego man?
hurpdurp I know what the fourth wall is, it's obviously a play on words.
edit: this is how i explained it to someone else
"I named it this because when a character breaks the fourth wall, ...they kind of break out of the world they're in and come into the viewers, which is exactly what this little lego man will do. He will break out of his lego world and wonder through ours.
Also because its a wall (lol)"