Open the wall assembly dialog (Select a wall -> Type Properties -> Structure : Edit)
This is what you get. Here you can add and remove wall layers, attach materials to them, define the thickness and tell them to wrap (or not).

A few interesting things to keep in mind:

1. Anything between the 'Core Boundary' lines is supposed to be the supporting structure of the wall (like concrete, bricks, etc). Nothing else should be in here.
2. The materials used here define how the model looks in 3D but they can also be used to calculate costs etc. Use them wisely.
3. The function-filed has 5 different functions, or rather levels (the numbers in the [] ). The lower this number the higher the priority of this part of the wall when connecting with other walls. For example in a corner, a level 1 will always have priority over a level 2. When you have the same level in both walls, you can choose how the corner/intersection looks like.

If you are new to Revit, coming from a 2D / 2.5D application (like AutoCAD or Arc+), please remember:

In Revit, Things Are What They Are!

What I am trying to say: a wall in Revit is a wall, and not two parallel lines I can use as a floor in a section view. If I want a floor in a section view, I draw a floor.

Being a member of the AUGI, I stumbled on this interesting publication (click image for site):

Quote from the site:

AUGI | AEC EDGE is an exciting new print and digital publication designed to enable architects, engineers, designers, and builders using Autodesk AEC products to be more productive, better informed and help keep them at the top of their game.

Just a quick tip on what not to do (as I am learning the hard way right
now):

Don't print preselected sheets when in a schedule view.

...oh, and...

Don't try to import families into a project that only has a schedule view open.

Both lead to unpredictable Revit behaviour or even crashes.

...and if your computer gets too hot while working with Revit, try this: