Game of Thrones isn't the kind of franchise that traditionally breaks the fourth wall, but on the rare occasion this happens, it's a little weird. While other properties often thrive when they acknowledge the fact that they're a work of fiction, Game of Thrones has twice proven that it isn't something the epic fantasy saga should really be doing. It doesn't lend itself to such meta moments.
There are two instances in the franchise that prove it, and they're strikingly identical. For those who aren't familiar with the term, breaking the fourth wall is when a story, usually in the form of a movie or TV show, intentionally disrupts the immersiveness via actions or dialogue that either directly or indirectly admit that what's going on isn't actually real.