I have some questions too, like for example; how could the walls have been build without getting attacked by the Titans. Indeed. Those walls aren't man-made, as shown in the manga, those walls were made by Titans. So as you said, there are good kinds of Titans like Ymir and Eren and then there are the bad kinds like Annie, Bertholdt and Reiner. But the question here is; what exactly could their goal have been if all what they want now is to have Eren and they will leave humanity alone. What was their purpose of the attack in 845. Reiner himself said that their mission was to wipe out all of humanity, but I don't think it was just a coincidence for them to have attacked the Shiganshina District where Eren happened to live in. So in conclusion; they have always been trying to capture Eren, but what for?
And another theory of mine is; Connie's village. Based on this we can safely assume that the current Titan Attack was caused by some of the humans turning into Titans as seen in Connie's village. And of course because there was no hole in the wall at all. And remember how Ymir desperately tried to change the topic when Connie started talking about it. And Reiner's strange attitude with Connie was obvious too, we know for sure that something very strange is going on there. Ymir joked about Connie's parents being originally Titans. This might not have been a joke. There are humans out there who are Titans but who have now turned into their original forms, and this may even include Connie.
Another thing is; why does it seem like the Ape Titan can control the Titans without doing as much as saying anything? It's like the Ape Titan by just wishing to kill the humans can already make the regular Titans go crazy. Oh, also we have gotten ourselves a Titan who kills animals. Not only do they want to wipe out humanity, they want to wipe out any other kind of life form.
Ymir is another interesting subject too. Ymir was the first giant from Nordic Mythologymwhose body created all existence on earth. We can easily say that our Ymir is "the original Titan" with her genes all other Titans were created. I don't know if this can include Titans like Annie, Reiner and Bertholdt. Anyway, I'll elaborate on Ymir later on. I have also written a theory about the meaning of her and her relationship with Historia.