Wall entered the Colegio Real de Guardiamarinas, founded at Cadiz by José Patiño in 1717, graduating in the second year of its foundation. He was then commissioned in the Spanish Navy serving on "Real San Felipe" (74 guns), under the command of Admiral Gaztañeta, which participated in the campaign of Sicily (1718) until the defeat of the Spanish fleet at the Battle of Cape Passaro. Wall was then seconded to the Spanish Regiment of Hibernia, commanded by the Marquess of Lede taking part in land battles such as Milazzo and Francavilla. During the subsequent defence of Ceuta (1720–21), Wall was appointed the Marquis' "Aide-de-Camp" before being promoted captain in the Regiment of Batavia.