This wall was built to protect the territories of the first people. The creation was built with the help of the children and giants of the forest led by Brandon Stark The Builder
The Night's Watch is deployed to protect this wall from enemies and monsters.
Once, when King Jaehaerys 1 Targaryen and Queen Alysanne Targaryen came to Winterfell, Queen Silverwing flew to visit the wall on the back of the dragon, but the Silverwing dragon's refusal to cross the wall puzzled the queen.
The image shows Jon Snow with the Ghost Wolf and Tyrion Lannister at the top of the wall. Jon Snow has been walking up there until sunrise.