The audience sees a left, right, and back wall when watching a play. What they do not see is a fourth wall, which is the invisible barrier between them and the play. It is used when the story does not involve the audience, as in most plays.
For example, if you are watching a musical you see people singing, but they are not singing to the audience. In a concert the fourth wall is "broken" or no longer there because the singer is singing directly to the audience.
As magicians or ventriloquists we generally break that fourth wall. There are some, however, who do not. They speak to the figure as though nobody else were there, although the audience gets to watch and hear the conversation.
If you perform for a children's audience you will find that they break the fourth wall for you! For example, if I am going to put on a puppet play, rather than some short skits, I often tell them:
"Boys and girls, the puppets have been working very hard on a story. They want to act it out for you. I would like you to listen very closely, but please don't talk to the puppets unless they ask you a question. It is kind of like watching a funny show on television where they talk to each other, but we don't talk to the tv."
Think about your material. Are you feeling interrupted by the audience? Perhaps you need to break the fourth wall. Or perhaps you would like to try a skit or two in the fashion where the audience is just allowed to watch it and not expected to participate.
Ways to break the fourth wall:
Go offstage into the audience.
Ask for a volunteer.
Talk to an individual in the audience.
Refer to them in your dialogue.
Talk to them instead of for them.
Important: I am not saying that one way is better than another. It does take some maturity on the part of the audience for them to "not participate".
Jim Adams is a master of what I call "acting with dummies". He can do a story or one act play using characters and allowing the audience to watch without needing their actual participation. But he has told me that it does not work for preschoolers. I'm sure it is because they want to talk to the puppet.