There is a crack in the Fourth Wall.
Lenny doesn't believe his eyes. He always thought that the "wall" part was metaphorical, but apparently it isn't.
Now that Lenny knows that there is in fact a way to get out, the next task is getting to it.
But how? Everything beyond the forever-stretching purple platform that Lenny resides on, Lenny previously analyzed, is just blankness, and venturing into this blankness would result in either death or a really long fall.
But Lenny doesn't care. He just wants out. He needs to find bigger things than the Fourth Wall.
Lenny has to jump