The Wall is a magic barrier that separates the mortal lands from Prythian. It is invisible, but faeries can feel its presence. It is meant to protect the humans. There all small gaps in the Wall. The Spring Court is the only court to border the Wall.
Rhysand explains to Feyre, in A Court of Mist and Fury, that the Wall being brought down would allow Hybern to swarm the humans, killing them. This is one of his main arguments to try and get the second half of the Book of Breathings from the Mortal Queens.