Big Other
The big Other is neither an elephant nor Bigfoot. Instead, it looks a little more like George Orwell's Big Brother. A hypothetical observer watching your every action and conversation, whose demands you obey and for whom you perform. If you're thinking, "I can't relate", I invite you to think again, whilst holding the word 'perform' tightly.
We say hypothetical because it doesn't actually exist, but the belief in its existence retroactively makes it look like it exists. Now, think of a time someone invited you to a party, and that person told you X, Y and Z were going. X, Y, and Z were told the same about you and one another as well. Deciding to attend the party is how you perform for the big Other, or how you believe in it.
A simpler example would be when I am shopping for groceries, and the cashier asks how my day has been. You may easily guess my response would be "alright", or "fine, thanks." and perhaps I might ask about their day too. I am participating in society's default game setting. Our language, thoughts, and behaviors have been regularized this way, before they are labelled as acceptable social norms.