There was a leak in the press about a proposal by members of the ultra-orthodox Shas party to fine and imprison women at the Western Wall who show up in “immodest” dress or who seek to pray in ways that violate orthodox custom. The proposal was quickly pulled after igniting a firestorm against the new ultra-rightwing and ultra-religious government. This woman showed up in protest. It would be one thing if she were secular. According to the article here by Anton Goodman (director of Partnerships at Rabbis for Human Rights and boardmember of Oz VeShalom the Orthodox Jewish Peace Movement in Israel), the still anonymous woman is a member of a religious Zionist community. Another newsource noted that she had been observed praying (you can see the siddur in her hand in the bottom photo). Her action represents either a minor blip or a tectonic shift at the Kotel.