Question

“Sometimes you put walls up not to keep people out, but to see who cares enough to break them down.”

Answer 1

This sounds like a dating technique. Traditionally, the woman has remained aloof and "hard to get." She builds these walls to see if the desired man cares enough to break down her resistance.

Answer 2

It might also apply to a society with overly restrictive set of rules such as curfews, dress codes, hair styles etc, in which the rules are imposed to see who the potential troublmemakers are.