The Western Wall is sometimes considered the holiest site in Judaism (Let alone Israel!) because of its proximately to the destroyed Temple. The Temple was in fact Judaism’s holiest site; only the high priests could access it according to Jewish Law (Halacha).
Millions of people visit the Kotel every year. While it is an important pilgrimage site for Jews, members of other religions are welcome to visit it as long as they are respectful and dressed modest.
Modesty means men must wear a Kippa and women must wear a shirt which covers her shoulders up to her elbows. She must also wear a long skirt, knee length or more. (Should you not be appropriately dressed, shawls and kippas are available to borrow at the site.)
The Western Wall is divided into several sections. When you enter the Western Wall Plaza, standing directly in front of the Wall on the far left is the men’s section. To the right, on the other side of the barrier is the area reserved for women who wish to pray. To the far right of the women’s section is the “egalitarian” section where it is permissible for families to pray together without regard to gender.
At the Kotel, it is customary to write notes (except on Shabbat) to G-d. Some people write notes of gratitude or request personal things out of their control: maybe the health of a family member, a child to be born, or peace in the region. Once you finish writing your note, you should fold it up as you like and find an empty crack in the wall to leave it. (Please be aware, should you wish to leave a note, have it prepared before your visit or remember to bring your own pen and paper.)
The Kotel is free of charge and open 24 hours, 7 days a week, 365 days a year. The best time to visit is any Friday evening, assuming you don’t mind large crowds. Here you can see Jews of all different spectrums of faith, praying, dancing and welcoming Shabbat together.