Quoted from Kkuoppamaki:Btw, what did the note that Arya found in little fingers room say?
It was the note that Cersei forced Sansa to write calling Ned a traitor. I assume, NOT the note that the Maester had just brought Little Finger, but one he planted for Arya to find.
About the wall - There's a lot of misinformation about the wall (like Brandon the Builder, etc). This YouTube channel has a bunch of really great videos about all kinds of theories and backstories, including about the building of the wall: https://www.youtube.com/altshiftx