Hi all.
It is difficult for a first few tries indeed. Then you can easily figure it out. I completed it in 17-18hrs today. Truly epic game.
To do advanced wall jump, just run along a wall vertically, and when you almost stop, press arrowkey+space. Don't forget to keep right-click pressed.
The thing which annoyed me the most is when you are hanging beside a pole on which you can swing, and you can't get there just by shimmy, you have to jump, and Ezio always jumps elsewhere. I've found a way for that too. In that case, you also have to keep your UP key pressed along with direction key, space and right-click.
Hope this helps.
just another hint,
when you can't see the pole, it was almost impossible to reach it, so before do wall run, move your camera (by arrow button - i played on pc) to the right so you can see to the pole, then wall run and press right and jump to the pole
have a nice full set of altair's armor