Most illusions spells include a clause allowing the illusion to be "seen through". From major image:
Physical interaction with the image reveals it to be an illusion, because things can pass through it. A creature that uses its action to examine the image can determine that it is an illusion with a successful Intelligence (Investigation) check against your spell save DC. If a creature discerns the illusion for what it is, the creature can see through the image, and its other sensory qualities become faint to the creature.
The 14th-level Illusion Wizard feature, Illusory Reality, allows you to make an object in an illusion real (PHB p. 118):
Illusory Reality. By 14th level, you have learned the secret of weaving shadow magic into your illusions to give them a semireality. When you cast an illusion spell of 1st level or higher, you can choose one inanimate, nonmagical object that is part of the illusion and make that object real. You can do this on your turn as a bonus action while the spell is ongoing. The object remains real for 1 minute. For example, you can create an illusion of a bridge over a chasm and then make it real long enough for your allies to cross.
The object can't deal damage or otherwise directly harm anyone.
A 14th level Illusionist makes an illusory wall with major image. She can see through it right from the start, as she knows it's an illusion. An enemy runs through it, and now they can see through it too.
Then the Illusionist makes the wall real with Illusory Reality. Can the Illusionist and her enemy still see through the now-real wall?