I've heard some conflicting information as to why Deadpool breaks the 4th wall, especially regarding whether it's deliberate or not.
One side I've heard:
Deadpool knows that he's in a Marvel comic book and that he doesn't exist in real life, so he breaks the 4th wall constantly because of this.
He knows he's part of a comic written by writers from Marvel, and so he deliberately breaks the 4th wall due to this. The key thing is that he knows that he's completely fictional.
The other side I've heard:
Deadpool doesn't know he's in a comic book. He thinks he's a "comic book hero" due to his insanity, so the "Merc with a Mouth" breaks the 4th wall thinking that's what he should be doing (ironically being that he actually does break the 4th wall)
Thus, everytime he breaks the 4th wall it is only his persona causing him to do so, as opposed to something the writer added in. Thus, it's somewhat paradoxical in that, while he does break the 4th wall, he only does so because he thinks he's actually in a comic book so because of that he attempts to break the 4th wall anyways much to the chagrin of his fellow superheroes.
Basically, my question boils down to, does Deadpool THINK he's breaking the 4th wall, or does Deadpool KNOW he's breaking the 4th wall?
Answer
Deadpool intentionally breaks the fourth wall because he's aware that he's fictional. He just doesn't realize what that means until the events of Deadpool Kills the Marvel Universe.
In that story, Deadpool is sent to an asylum where Psycho-Man attempts to brainwash him. This fails rather spectacularly as it instead silences his old voices and awakens a new one which starts him on a killing spree.
[Major story spoilers follow]
While murdering his way through the entire Marvel cast of heroes and villains it's gradually revealed that he's become fully aware of his fictional nature and believes these to be mercy killings. It's mentioned that he's always seen the reality of his fictional world but never understood it until his run-in with Psycho-Man.
Xavier attempts to stop Deadpool by accessing his mind whereupon he realises the truth as well, going mad in the process.
It's implied that Deadpool has always seen through the fourth wall but was powerless to do more than the writers let him, until the events of this story where he broke free of their control.
Eventually, he makes his way to the Nexus of All Realities where he crosses dimensions/planes/realities to the "real world", where the story comes full circle in the final panel:
Note: I'm unaware of what is and isn't considered canon when it comes to Marvel. The claims made by The Watcher indicate that this is what happened in one of the many coexisting realities, implying that the revelations made about Deadpools insight into the fourth wall are true in most of them.
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