Here are some suggested specific thru-hiking itineraries.
Most people who contemplate thru-hiking the Great Wall will look first at the Ming Dynasty Great Wall. The Ming wall could be through-hiked from east to west or from west to east. Either way, the western end of the hike will be the number one tower near Jiayuguan. The eastern end has traditionally been Shanhaiguan, but Dandong can also be considered the eastern end of the Ming Dynasty Great Wall.
Because the wall branches often, the exact path of the Ming Dynasty Great Wall from your selected eastern and western ends is open to interpretation. If you're starting or ending at Dandong, most of your walking in Liaoning is not going to be along the wall, for there are few significant sections of the wall left in Liaoning. Ideally, you would map all of the existing known walls in Liaoning and walk directly from one to the next. Due to the terrain, this is quite a challenge. Further to the west, there are many places where the wall is not continuous, and you will link together some of the remaining spans while omitting others. You'll have to make decisions like how far out of the way you are willing to walk to include how significant of a wall remain, and how much you are willing to miss. For example, there are two basic ways to connect Zhangjiakou with Beijing via the Great Wall. There are two basic paths from which to choose. One is the more direct, southern route, which includes a gap of about 23 kilometers (14 miles). The other is the much longer, but more complete, northern route, whose largest gap is only about 8 kilometers (5 miles). The southern route is about 69 kilometers (43 miles) and the northern route is about 167 kilometers (104 miles). There are other loops along the way and each one requires a decision about how complete you want your thru-hike to be and how much time and effort you're willing to devote.
If you want to do something that is much different than others have done before, consider hiking a Great Wall from an earlier dynasty than the Ming.
Thru-hiking the Han Dynasty Great Wall would probably present the greatest challenge due to the distance and the remoteness. The most significant Han wall remains begin about 280 kilometers (174 miles) west of Dunhuang, and they end 1880 kilometers (1170 miles) to the east, in Inner Mongolia, although there are more remains 2340 kilometers (1450 miles) away.
The Qin Great Wall also offers a wonderful thru-hiking opportunity. There are two main spans of the Qin Dynasty Wall. One of them begins near Hohhot, Inner Mongolia, and leads to the west for about 358 kilometers (223 miles). The other begins about 107 kilometers (66 miles) south of Hohhot near Laoniuwan and leads west for about 519 kilometers (323 miles), ending about 100 kilometers (62 miles) northeast of Zhangjiakou. These two could be combined for a total length of about 984 kilometers (611 miles).
The Jin State Great Wall offers another thru-hiking opportunity. It begins near Hohhot in Inner Mongolia. There are several branches, and the central path goes northeast for some 1540 kilometers (957 miles) through Inner Mongolia to Heilongjiang Province, where it follows the border between Heilongjiang and Inner Mongolia for a distance and then ends about 345 kilometers (210 miles) northwest of Harbin. This would be an isolated hike with long distances and walls that are often hard to detect.
Another option still is to walk the fascinating Qi Guo Great Wall in Shandong Province. You could walk for many days along the path of this ancient wall that terminates at the sea near Qingdao.
Another possibility is a mixed dynasty thru-hike. You could select the most prominent or most interesting spans from one location to another and link them together to create a grand tour. There is no limit to the variety of walks that could be created in this way. The ultimate example would be to begin in Dunhuang, hike the Han Dynasty Great Wall towards Jiayuguan, and then follow the Ming Dynasty Great Wall (along with the roughly parallel Han wall for some ways) until its end at Shanhaiguan or Dandong. This hike could be done in either direction, of course. Either way would be a fantastic adventure.