I assume the issue is with the construct "so fun", not the word "fun". And in that construct, the word "so" is an intensifier. It emphasizes the nature of the next word. You'll hear it in constructs like "that was so cool", or "that was so awesome", or other such phrases that kids like to say when they're excited about something.
Good point. My comment left the impression that it was something only kids say, but it's absolutely not. "So" is a perfectly good adverb that's used elsewhere as well. It just happened that the immediate phrases that popped into my head were things kids were likely to say (probably because the grandparent comment referenced "kids channels").
