Deleting the top face (step 3) of a form you've push/pulled into existence results in super-thin, single-surface walls. That's fine if you're building Japanese shōji, but for many applications, you'll want to model your walls with a thickness. The easiest way to go about doing this is to use the Offset tool. You can activate it by choosing Tools > Offset from the menu bar or by clicking on its tool icon. If you haven't set up your own keyboard shortcuts yet, you can switch to the Offset tool by pressing F on your keyboard.
Here's how to use Offset to create walls that look thick:
Thick walls with the Offset tool
If you're brand new to SketchUp, one of the first things you'll notice is that your "walls" are paper-thin. Consider what happens when you build the following: