The Walls were three large structures located on Paradis Island that guarded the remnants of Eldia. They were built by the 145th King of Eldia, Karl Fritz, a century ago using countless Colossus Titans. They stalled the other nations from attacking Paradis, under the false threat that the King would unleash the Titans inside upon the world if they did so. The Walls crumbled about a century later when Eren Yeager used to the power of the Founding Titan to free the Titans within them.
History: " In response to this, the survivors made huge Walls to protect their last stronghold. In reality, however, The 145th King Karl Fritz decided to end the Great Titan War and the fighting within the Eldian Empire by withdrawing to Paradis Island, taking as many of his people with him as he could. He then used the power of the Founding Titan to transform countless of his subjects into Colossus Titans to form and enclose within three concentric Walls, which would be named after Ymir Fritz's three daughters; Sheena, Rose, and Maria.
Story: In 845, Shiganshina District is the first district to fall when Wall Maria is breached, leading to a massive slaughter and prompting humanity to abandon the entire perimeter and the remaining cities along the Wall as they attempt to consolidate their losses. After the fall of Wall Maria, the survivors take refuge in Wall Rose. A massive campaign to retake Wall Maria is launched with nearly 250,000 conscripted soldiers to fight alongside the Survey Corps.
Trivia: Titans primarily target the southern region, even before the loss of Wall Maria. As such, they are considered the most dangerous and least desirable places to live in. The northern districts are considered the most desirable regions, due to minimal Titan activity.
Source: Walls, available under CC BY-SA 3.0.