Not done the run, but I visited the great wall of china and did not have the rabies jab. I guess it depends if there are greater risks of an animal bite when doing the marathon rather than as an average tourist. As a tourist I spent the whole time walking along the wall with a group of people. I don't know how many are in the race, and whether you'll be surrounded by people or running a fair amount alone.
As for advice, I was surprised how much of the wall was up and down. The bit we walked there were a lot of steep staircases. Sometimes the steps were quite narrow too. Views were amazing. Looks an interesting run.