Roman citizen troops were known as legionarii, now anglicised as legionaries. Legionnaires, on the other hand, is the modern name for members of the French Foreign Legion. Although we know the legions built the Wall from the many inscriptions that have survived, it is thought it was mainly garrisoned (and, presumably, patrolled) by auxiliary soldiers, based in the forts along its length. The auxilia were mainly non-citizen (known as ‘peregrine’) troops from the provinces and provided infantry (organised in cohortes), cavalry (in alae), and mixed infantry and cavalry units (in cohortes equitatae).
Further reading: Breeze and Dobson 2000