Passing through solid walls is read as overcoming obstacles that seemed fixed. Tradition sees it as freedom from limits, or as boundaries that are not as firm as they look.
Has this come up in your dreams before? What was going on in your life then?
My Cosmic Code has a private dream journal. Write a dream down and the app picks out the symbols in it, shows what dream books say about them and, over time, which words recur across your entries. The journal is stored on your device only.