Walls

About
Walls are used to protect the player from Monsters, create structures to get to the Floating Islands and to cross the Chasm, and to protect from and block against Water. There are many variations of walls that provide different levels of protection and have their own weight which affects building. There are some exceptions such as the Iron Support that you can pass through and the Concrete Back Wall which is for decoration.

Weight & Building
Walls not supported by natural background have a limit as to how many blocks can be stacked on top of/next to each other. Walls with too much pressure on them, be it from gravity or water pressure, will have visible cracks and will shake. And they will break if they have reached their limit.

Factors for building include weight and resistance. It's usually best to put the most resistant block at the bottom of the constructions, so they can support as much global weight as possible, and to put lightest blocks on the top, so they don't add too much weight themselves.