Yesterday I did squats, lunges, and wall sits. Today I'm a bit sore from it. Does this mean I'm not doing it correctly?

Muscle pain. Is not uncommon to have muscle pain or soreness after an intense workout. The key to you change the alternate muscle groups during a workout. For example, one do an abdominal workout, one day do arms, one day do legs.
You're fine. Especially if you're increasing the amount of training, sore is to be expected.
Recovery. When working out you need to gradually advance your degree of activity, especially with strength training, or pain/strain or overuse injuries. When recovering use ice, stay hydrated and stretch. Legs will hurt more on day 2 post weight training as they heal with inflammation. Use a mixture of proper stretching, warmup, nutrition, & balance of cardiovascular and strength training to allow recovery.