On the Wikipedia page, under a depiction of Odin is a caption. The caption calls Odin the Wanderer, gives the year made and artist. It is mention again at the end, saying J.R.R. Tolkien used Odin's Wanderer guise as inspiration. But, it doesn't why he is called that.
Odin is called "wanderer" already in some of the primary sources. Wikipedia has a very handy list of names of Odin, in which we can find at least three which has the meaning of "wanderer": Gangleri, Váfuðr and Vegtam. The two first of these appear in Grímnismál and Gylfaginning (where also, amusingly, the king Gylfi who is trying to ferret out the secrets of the gods is calling himself Gangleri), the third in Baldrs draumar. Despite owning Sleipnir, the best of all horses, there are several stories which depict Odin out on wanderings, often in disguise, so the name is apt.
(However, there is also something that is clearly wrong with the caption of the image you're referring to. It's presented as a proper name for the drawing, when it is in fact only a description.)