What is this bubble thing next to Marco's face? The white bubble thing coming out of Marco's mouth kinds of stands out. What is it?
I can only see three possible things causing this as it's an anime.

It's common for small bubbles like that to be in mangas to express a sigh, sometimes it occurs in animes too, but it's more common for that to happen when characters enter a more comedic and less serious stage (it tends to be fairly obvious).

Another reason is the above mentioned bubble-gum bubble, no further explanation required (you will know by observing the context if he put something in his mouth).

The third possibility (that I can see) is that it's a part of his soul. In Japanese culture the soul can exit through your mouth, normally through great shock or near death experiences. It is also fairly common that some characters have special powers that lets part of the soul slip out through their mouths for various reasons.

I haven't watched this anime so I can't tell for sure since I don't know the context. My answer could however be of use to anyone else wondering in general about bubbles from the mouth. Just by looking I'd place it more likely that it's a gum-bubble.