Unless something changed in the past month, I don’t believe that one of our non-negotiables is “being against border walls”. So, yes, it’s okay to believe that a wall is a good idea.
I would much rather we didn’t feel like we need to have a border wall, but countries have the right to set their borders and secure them when there’s a problem, and illegal immigration is certainly a problem. If things were OK in Mexico, I doubt we would be seeing this flow of people trying to get across the border. Until Mexico finds a way to end the corruption in its government and turns the country into a place where people don’t feel they have to flee from, then other countries can hardly be blamed for reacting to the problems it causes.