Ok, so I've noticed that when I try to reply to some peoples messages or go on their profile to reply, they don't have a wall to post on. Is this a bug or a feature where people have turned their walls off? Is there some way I can reply to them? Thanks.
The most likely scenario is that they have privacy settings enabled to only allow friends to access their wall.
This. ^ They probably set their wall to private, which means that only their added friends can access it.