Is it just me or when driving down the pits, the pit wall will always be on the left?

With the exception of Monaco, which is an oddball in many regards, the pit wall is always on the side of the pit lane closest to the track, so that the team personnel can hold up the drivers' pit boards. Whether this is the left or right side of the pit lane differs from circuit to circuit, depending on which side of the pit straight the pit lane is on.

However, I can understand where your belief comes from. Of the 21 circuits used in the 2019 season, 15 had their pit wall on the left-hand side. ImClarky correctly named the six that didn't, in a now-deleted comment: Monaco, Singapore, Circuit of the Americas, Baku, Montreal, and Interlagos.

Of those 15 circuits, all but Yas Marina were clockwise, and so had their pit lane on the inside of the circuit. Why pit lanes are so frequently on the inside, I can't say, but it may make for an interesting research topic if I have time later.

So not all F1 circuits have their pit wall on the left, but most do, presumably as a side-effect of F1 circuits tending to be clockwise.