Hi Sergey,
Only the player and moving/moveable objects are supposed to have a Rigidbody component attached. The ground and the walls must not have a Rigidbody component attached to their inspector. For a collision event, we need at least one Rigidbody. Since the ground and the walls are not supposed to collide with one another, they are not allowed to trigger collision events between them. This means: no Rigidbody for them.
Please check the Inspector of your game objects and make sure they have only the required components attached, not anything else.
Did this help you fix the issue? 
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