By default the Mall we understand now is a Shopping Mall which is a large indoor shopping complex: a large enclosed building complex containing stores, restaurants, and other businesses and facilities serving the general public.
According to the rudimentary word from which this sense evolutes is a pedestrian shady avenue: an avenue sheltered with shade of trees or promenade
According to Online Dictionary, The Mall, promenade in London, originally a pall-mall alley] a: a usually public area often set with shade trees and designed as a promenade or as a pedestrian walk b: a usually paved or grassy strip between two roadways.
Here I am on the Mall!
