It is the western retaining wall used for holding up the esplanade where the Jewish Temple stood. It is a very holy site to Jews.
On the site where the first temple had stood, in Jerusalem. The Romans destroyed the second temple in A.D 70, but one wall, the Western or Wailing Wall, still remains and is an extremely holy site for Jews. -------------------------------------------------------------------------------------------------------
We don't necessarily have a "holy building" we have a Synagogue which is a house of prayer and study etc. The ruined Temple in Jerusalem is the only building particularly sacred to Jews. That's what the Western Wall or Wailing Wall is, the last visible remains of the Temple.
There is no such thing as a wailing wall. This is a misnomer imposed by non-Jewish people who misunderstood the dinstinctive style of Jewish prayer, and thought it was wailing. Also, the wall is not scared of Jews, but it is sacred to Jews because it is the last remnant of the outer retaining wall of the ancient Temple.
Because it's the last remaining tangible part of the Holy Temple which was destroyed over 1900 years ago.
The kotel (כותל) or "western wall", erroneously called "the wailing wall"
The Western Wall is only important to Christians because it is part of the old Jewish Temple. It has little importance to Christians. Of far greater importance are the Church of the Holy Sepulchre and the Via Dolorosa.
Because it is part of the structure of the Temple Mount which housed the Holy Temple.
The Western Wall or Wailing Wall is the most accessible remaining piece of the Temple in Jerusalem that was destroyed by the Romans in the year 70. It isn't the Temple itself, but just the retaining wall that held up that side of the terrace around the Temple. Still, huge portions of the Jewish liturgy are focused on the Temple. Jews are supposed to face the Temple when praying, the daily prayer services in the liturgy serve to recall the sacrificial services in the Temple, and the Hebrew scriptures is, in large part, a history of the Temple. There is much more to Judaism than the memory of the Temple, but much of the rest is layered on top of that memory.
It is the remaining vestige of the Holy Temple.
There is no such thing as a wailing wall. This is a misnomer imposed by non-Jewish people who misunderstood the distinctive style of Jewish prayer, and thought it was wailing. You are most likely referring to the Western Wall in Jerusalem. The Western Wall was built as part of the expansion of the 2nd Jewish Temple, approximate 20 BCE. It is a retaining wall of the Temple mount that was built by King Herod.
The site of the Holy Temple in Jerusalem. We worship at the Western Wall which is adjacent to it.