Picture the stack of tiles sitting in front of each player before a single tile's been drawn. That's the wall. Two tiles deep, nineteen wide, 38 tiles per player. Push all four together and you've got the full brick everyone draws from for the rest of the hand.
Building it is mostly muscle memory by your third or fourth game: shuffle everything face-down, stack your own row two-deep, and once all four walls meet in a square, someone rolls the dice to decide where it breaks.
Here's the part beginners skip: a sloppily built wall, gaps and uneven stacks, comes back to bite you later, usually when a rushed hand sends half of it toppling mid-Charleston. Ten extra seconds now saves you a headache three hands in.
New to the table? Start with our step-by-step guide to American mahjong. Tile sets and mats are in the shop.