What exactly is the Wall? *SPOILERS FOR EPISODE 1*
I don't think this has been asked yet, so I will. I never read the GoT books and haven't seen the show.. any of it. Therefore this universe is completely new to me, and I do understand it mostly, apart for one thing... what the hell is the Wall meant to be? He sent Gerard to the wall, which I assumed was for his safety from the Boltons, but when I sent the thief to the Wall it seemed like a real punishment. What exactly is the Wall and what is going on there? I'd love to hear it from one of you. Thanks. 
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Cut from the summary i made
The wall
A giant wall of ice was erected long ago to keep out monsters and wildlings (barbarians) away from the north. However as said before particularly in the south people think the wall is just sort of there. The wall is guarded by a band of men called the nights watch, the members choose to do this and have no wives and spend there entire lives freezing at the wall defending the country. However as many people would not choose this its quite common for criminals to be given the choice to join up as an option to avoid execution etc meaning the once honourable faction is losing numbers and quality.
Oh and if you want to read any more about stuff the whole summary is here; let me know if your still confused
Summary