My 8 direction RPG has solid walls that the player shouldn't be allowed into - when the player is walking right up against these walls, then suddenly turn towards the wall, the player clips slightly into the wall.
This probably has to do with the origin point of your sprite, although we'd have to know more to be sure.
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check the polygons collison and also if the wall has the behaviour "solid"
also the Z order as well Sometime the player can be well under the z order of he wall.