The Wall of Valor was created as a memorial to honor every member of S.H.I.E.L.D. and the Strategic Scientific Reserve that died in the line of duty. Every S.H.I.E.L.D. Facility had one of these walls, especially the S.H.I.E.L.D. Academy, where young cadets were trained to become full-fledged agents, and where the walls were used to make the students understand the legacy of the agency.
Skye visited the S.H.I.E.L.D. Academy of Science and Technology during a mission with Phil Coulson's team to investigate a series of attacks against students using an Atmospheric Moisture Freezing Device. Grant Ward took her to visit the Wall of Valor, believing she would like to see it. Skye had already read about it, and was impressed, noting that S.H.I.E.L.D.'s history could be traced using the wall, and wishing she could be a part of that history.
However, as she learned from Coulson that the agency had been protecting her during her whole life, since agents Richard Lumley and Linda Avery rescued her from a village in the Hunan province in China, Skye realized she was a part of the history of the agency, and requested a moment to be alone in the campus to reflect upon the discovery and to honor Avery's sacrifice to protect her.