Seeing the western wall for the first time makes you feel a bit funny. This is the holiest place on Earth for Christians and Jews and in just a 5 minute walk you will find the third holiest place for Muslims. There are constant excavations going on roughly 20 feet underneath the floor that you currently see in the picture that is funded by both the government of Israel and the private sector.
The plan is eventually to have people walking on the original floor people walked on thousands of years ago in Jerusalem. There is a custom to place a note inside of the wall (you can see the many notes on the top left of the picture) which is a prayer to God since the western wall is such an important religious site. Many people try to go into the tunnels underground to be closest to religious site.