  We report the detection of continuum excess in the rest-frame UV between 3000
{\AA} and 3550 {\AA} in the JWST/NIRSpec spectrum of GN-z11, a galaxy hosting
an active galactic nucleus (AGN) at z = 10.603. The shape of the continuum
excess resembles a Balmer continuum but has a break around 3546 {\AA} in the
rest frame, which is 100 {\AA} bluewards to the Balmer limit at 3646 {\AA}. A
Balmer continuum model alone cannot fit the spectrum, implying a different
origin for the continuum excess. The absence of the Balmer jump indicates an
electron temperature of $\sim 3\times 10^4$ K, which is significantly higher
than the temperature of $T_{e}({\rm O^{2+}}) \approx 1.3\times 10^{4}$ K
inferred from [OIII]$\lambda 4363$. The temperature difference must result from
mixing of different ionized regions: the Balmer emission mainly arises from
dense and hot clouds in the Broad Line Region, close to the accreting black
hole, whereas the forbidden lines originate from less dense and colder gas in
the host galaxy (although these ionized regions are kinematically similar in
GN-z11 due to its small BH mass). We propose a potential explanation for the
observed continuum excess to come from a complex of FeII emission, which shows
a characteristic jump bluewards to the Balmer limit as previously seen in the
spectra of many lower-redshift quasars. Through comparisons with Cloudy models,
we show an Fe abundance or an overall metallicity above $\sim 1/3$ solar is
likely needed. Besides the FeII emission, part of the small blue bump might
also be associated with an OIII Bowen fluorescent line, a line often enhanced
in dense AGN-ionized gas. Finally, the spectrum provides further evidence
against Wolf-Rayet or massive stars dominating the nebular emission in GN-z11.
