Yes, it is possible to lock a page if you are an admin. You can do this by changing the protection level in the edit menu dropdown (see Help:Page protection).
However, locking pages is usually only done very rarely, to prevent vandalism. It isn't meant to be used to "finalize" a revision of a page, or as a means to prevent other people from editing pages. The spirit of a wiki is that all pages should generally be open for anyone to edit — a page on a wiki is never really complete, wikis are meant to be in a constant state of change.
I would encourage you to use page protection very sparingly, only as necessary. Remember, if there is vandalism, you can always revert to an older version of the page in the page history (see Help:Page history). There is no need to permanently protect a page, because any changes can always be undone when needed.
I'm not an admin on this one wiki, and I have a message wall greeting there. I want to protect it so that no one but me can edit, but the closest protection is so only admins can edit. Now what?
Then it's simple: only you and administrators may edit your message wall greeting.
how can i set my wiki so only admin can add new pages
Wikis are meant to be publicly viewable and editable projects, so setting one so only admins may contribute to the content is not allowed. You may restrict anonymous users from editing via your wiki's Special:WikiFeatures page, however.
In addition, this is a fairly old thread, so in the future, creating a new one would be best. :)