Hello Charly,
A "wonderwall" is a pseudo term and could refer to someone you can lean on no matter what happens and they will always be there.In Oasis's song it refers to a significant other, a certain girl helping the guy with the harder times in his life.
Quotation from the song:
" Because maybe you're gonna be the one that saves me
And after all, you're my wonderwall."
Noel Gallagher, the guitarist of Oasis said that wonderwall means "anything that makes you happy or brightens your day".