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)

The Jenny who appeared in Sob Story introduced herself as an open-source superhero.

In By The Book Jenny never addressed the fourth wall - but did appear by opening one panel of the comic like a door and stepping through into the scene.

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)