The Western Wall in Jerusalem is a holy spot to Jews around the world.Actually it's a remnant of the platform that held Herod's Temple. More here.
The wall is the only remaining portion of the Holy Temple built by Solomon that was destroyed in the year 70. This temple was the center of Judaism, considered to be the resting place of God's presence on Earth. Jewish tradition teaches that prayers first ascend to the Western Wall before ascending to heaven.
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