My player passes through walls

Well, you haven't coded it to be blocked by the obstacles. That kind of logic doesn't just happen on it's own.

You need to (1) detect the collision, (2) respond to the collision by stopping the player's velocity in that direction, and (3) push the player out of the collision zone if necessary to prevent them from becoming stuck.

Do your walls have a collider component attached?

Make sure you have the collider component attached to the walls. You can experiment with different colliders to achieve your desired result.

Adding a Rigidbody component to an object will put its motion under the control of Unity's physics engine. Even without adding any code, a Rigidbody object will be pulled downward by gravity and will react to collisions with incoming objects if the right Collider component is also present.

The Rigidbody also has a scripting API that lets you apply forces to the object and control it in a physically realistic way. For example, a car's behavior can be specified in terms of the forces applied by the wheels. Given this information, the physics engine can handle most other aspects of the car's motion, so it will accelerate realistically and respond correctly to collisions.

In a script, the FixedUpdate function is recommended as the place to apply forces and change Rigidbody settings (as opposed to Update, which is used for most other frame update tasks). The reason for this is that physics updates are carried out in measured time steps that don't coincide with the frame update. FixedUpdate is called immediately before each physics update and so any changes made there will be processed directly.

Reference: https://docs.unity3d.com/ScriptReference/Rigidbody.html

A CharacterController allows you to easily do movement constrained by collisions without having to deal with rigibody. A CharacterController is not affected by forces and will only move when you call the Move function. It will carry out the movement but be constrained by collisions.

Reference: https://docs.unity3d.com/ScriptReference/CharacterController.html

Move use position

Didn't react to collision even have Rigidbody component.

 public class PositionMove : MonoBehaviour
 {
     public float speed;
 
     void Update()
     {
 
         float deltaX = Input.GetAxis( "Horizontal" ) * speed;
         float deltaZ = Input.GetAxis( "Vertical" ) * speed;
         Vector3 movement = new Vector3( deltaX, 0, deltaZ );
         // Returns a copy of vector with its magnitude clamped to maxLength
         movement = Vector3.ClampMagnitude( movement, speed );
 
         movement *= Time.deltaTime;
         transform.position += movement;
     }
 }
 

Move use Translate

Didn't react to collision without Rigidbody component.

React to collision with Rigidbody, simulate physics.

 public class TranslateMove : MonoBehaviour
 {
     public float speed;
 
     void Update()
     {
 
         float deltaX = Input.GetAxis( "Horizontal" ) * speed;
         float deltaZ = Input.GetAxis( "Vertical" ) * speed;
         Vector3 movement = new Vector3( deltaX, 0, deltaZ );
         // Returns a copy of vector with its magnitude clamped to maxLength
         movement = Vector3.ClampMagnitude( movement, speed );
 
         movement *= Time.deltaTime;
         transform.Translate( movement );
     }
 }

Move use Rigidbody

React to collision, simulate physics.

 [RequireComponent( typeof( Rigidbody ) )]
 public class RigidbodyMove : MonoBehaviour
 {
     Rigidbody rb;
     // set the value great 100
     public float speed;
     // Use this for initialization
     void Start()
     {
         rb = GetComponent<Rigidbody>();
     }
 
     void FixedUpdate()
     {
 
         float deltaX = Input.GetAxis( "Horizontal" ) * speed;
         float deltaZ = Input.GetAxis( "Vertical" ) * speed;
         Vector3 movement = new Vector3( deltaX, 0, deltaZ );
         // Returns a copy of vector with its magnitude clamped to maxLength
         movement = Vector3.ClampMagnitude( movement, speed );
 
         movement *= Time.deltaTime;
         // Transforms direction from local space to world space.
         movement = transform.TransformDirection( movement );
         rb.AddForce( movement );
     }
 }

Move use CharacterController

React to collision, didn't simulate physics.

 [RequireComponent( typeof( CharacterController) )]
 public class CharacterMove : MonoBehaviour
 {
     CharacterController cc;
     // set the value great 100
     public float speed;
     // Use this for initialization
     void Start()
     {
         cc = GetComponent<CharacterController>();
     }
 
     void FixedUpdate()
     {
 
         float deltaX = Input.GetAxis( "Horizontal" ) * speed;
         float deltaZ = Input.GetAxis( "Vertical" ) * speed;
         Vector3 movement = new Vector3( deltaX, 0, deltaZ );
         // Returns a copy of vector with its magnitude clamped to maxLength
         movement = Vector3.ClampMagnitude( movement, speed );
 
         movement *= Time.deltaTime;
         // Transforms direction from local space to world space.
         movement = transform.TransformDirection( movement );
         cc.Move( movement );
     }
 }