When I started my new island there was a sort of wall in the distance. Last time when I went towards something I saw in the distance, I got banned, please help. Thanks.
There are islands in the distance, players probably made walls to keep people out. If you made a bridge to get over there, you were banned for bridging. You are not allowed to bridge to islands. Does this solve your question?
As Bdark said, they're just islands. You get a space of 99 x 99, which is 49 blocks out from your bedrock (the center of your island) on each side. You are not allowed to build beyond that space, or build to other islands. As long as you stay on your island (and try not to make things that look like bridges, just for simplicity sake), then you'll be fine.
Has your question been answered? Also, if you're banned at the moment, you can make an appeal in the appeals section.