People post their prayers into the wall – the higher up they put the prayer in the closer to God it is.
Western Wall Wikipedia HERE (23.10.2015)
The Temple Mount is the holiest site in Judaism and is the place to which Jews turn during prayer, and the Western Wall is considered holy due to its connection to the Temple. Due to the rabbinic ban on praying on the Mount, the Wall is the holiest place where Jews are permitted to pray.
The term Western Wall and its variations is mostly used in a narrow sense for the section traditionally used by Jews for prayer, and it has also been called the “Wailing Wall”, referring to the practice of Jews weeping at the site over the Destruction of the Temples.
The wall has been a site for Jewish prayer and pilgrimage for centuries; the earliest source mentioning this specific site as a place of worship is from the 16th century.
There is a much publicised practice of placing slips of paper containing kvitelach, written prayers, into the crevices of the Wall. The earliest account of this practice is recorded in Sefer Tamei Ha-minhagim U’mekorei Ha-dinim and involves Rabbi Chaim ibn Attar, (d. 1743).More than a million notes are placed each year and the opportunity to e-mail notes is offered by a number of organisations. It has become customary for visiting dignitaries to place notes too.