[DuePew]

It is strictly true that you can do anything in the astral, but it depends what locale you're in and what the freq/density of your energy body is. For example, in an RTZ projection you can go through things because the difference in density to the energetic counterpart of the (walls) are different enough- in other words, like having 'mist' go through a sieve. But if the region of the astral you're in is very similar to the energy body you're using, then it's like trying to go through matter- you can keep trying, but you might as well fly away and go somewhere else.
I have had the experience of OBEing, going to the RTZ, going through the wall, ending somewhere else, and flying through layers (astral planes?) and all of a sudden and unexpectedly ending in a place where I just can't go through stuff, and trying (incredulously) over and over, and getting bounced all over the place. It wasn't a matter of expectation or belief, since I had already been doing it, in fact I was surprised (and mad) that all of a sudden I couldn't do it. Something changed, either the environment, or my e-body. I think it was the environment, but it could have been both.