These are heroes who are often depicted as having "Heightened Awareness" - this is popularly known as "breaking the fourth wall" and was very common in the early days of media but became less popular when works tried to suspend belief, however it is still extremely common in less serious or more surreal works and is also a very common device for certain types of characters. (i.e Cartoons, or Comedy much like with Dylan, Dolly, and Dante from 101 Dalmatian Street, Sam & Max titular protagonists from cartoons named off of their name who like in their cartoon episodes are often aware of themselves being in the cartoon breaking the fourth wall, etc.)

Often these characters are seen as sensible by those in-universe or exist in such a manner they are fully aware of being "fictional" - advanced narrators, alien beings are likely to have this trait, depending on the writer and/or setting.

In other universes (usually comedy or cartoon-based) it is very common for characters to break the fourth wall and it is accepted as part of everyday life.

Basically characters who either know they are "fictional" or who can interact with their worlds in ways that are impossible (such as taking text from a title screen, interacting with the audience or stealing paint brushes from their animators (if cartoons) etc) without being full-on narrators can be added here.