It was an ancient teaching in Israel, that we are to walk after God -- that is, follow him; the law and the covenants were portrayed as walking after God. Jesus used the same image when he invited his disciples to follow him. Acts of compassion and kindness were seen as walking after God because of the Torah's record of God doing many such acts. Following in God's footsteps is the natural outcome of believing that he is good, and that his way is good.
"Walking with God" had references earlier in the Bible than the law and the covenants. If we look earlier still, we go back to hearing God walking in the garden in the cool of the evening -- and this time we are following instead of running the other way. Fellowship with God is restored. In walking with God, and following his footsteps, we go back to what we were meant to be doing.