User blog comment:TheStarshipCommando/A little question.../@comment-4715955-20160509081121

It's not a cardinal rule, but it does tend to remind the reader that what they're reading is fiction. Ever see a horror movie where somebody is watching another horror movie in the background? Bonus: ever suddenly wish you were watching THAT movie instead?

It can break immersion in different degrees depending how it's done in the story, so it's recommended that you avoid it in general. Mentioning creepypasta in a creepypasta can come off as self-lampooning even when it isn't intentional.