Last Sunday,we went to visit the Great Wall.
上星期,我们去参观长城.
这样听起来意思比较完整,如果只是说:we went to the Great Wall = 我们去长城.这样讲语法上不能说是错,但意思不完整.
再来,你原本的题目是写 "great wall" 还是 "Great Wall"?长城是专有名词,要大写,如果题目是小写的话,有可能错处就是要把小写改成大写.