Meta-awareness

Fourth Wall Awareness was one umbrella term for the ability of some individuals to perceive that what was real to them in their own universe was actually fiction on another level of reality.

Jenny Everywhere

Several instances of Jenny Everywhere have shown or hinted that they know they are fictional characters.

Medium awareness was a central plot point of the Crossing Over of Worlds tale, itself a subset of the Crossover Wars project, in which various web comic characters were enlightened about their natures. (COMIC: Jenny Everywhere and the Crossing Over Worlds)

One Jenny explicitly introduced herself as an open-source superhero, to the confusion of her companion. (COMIC: Jenny Everywhere in Sob Story)

The Jenny who was a classmate of I.M. Hip was followed around by an asterisk hovering above her head, which directed readers to the standard disclaimer; other individuals occasionally remarked on the asterisk. (COMIC: The Asterisk Knows, et alt.) She was also able to receive fan-mail from a dimension where her and I.M. Hip's adventures were a webcomic. (COMIC: Road to Nowhere)

One Jenny never addressed the fourth wall, but arrived and departed from the dimensions she visited by interacting with the world as a comic — opening panels of said comic like doorways and stepping through. (COMIC: By the Book)

Yet another Jenny not only got told she was fictional but quarreled with her writer Sizemore. (PROSE: Paperback Writer)

Others

Jenny's friend Lex hinted at this, as he seemed aware that his adventures with Jenny Everywhere had an audience and that this audience's taste affected their fates to some extent. (COMIC: Damn Fine Hostile Takeover)

Fellback was an antagonist who claimed granting Jenny web comic awareness was a matter of "...giving you choice! Relieving you of your fate!" (COMIC: Jenny Everywhere and the Crossing Over Worlds)

Sizemore was a cruel writer who messed around with Jenny as one of his characters. (PROSE: Paperback Writer)