I have a pretty steadfast rule against ever walking while golfing. Since golf cart rentals are usually so cheap I personally see no reason to lug a golf bag around and walk 18 holes. Of course, a lot of people golf for exercise (imagine that!) and they prefer to walk the course.
If you’re one of those people, please make sure you are using the proper golf bag. There’s a wide variety of golf bags available on the market today and some are better served for walkers and some are better for golf carts.
A good golf bag for someone who wants to walk has two shoulder straps so that you can carry it like you a backpack. You’ll definitely want to find a golf bag that is light in weight too. A lot of newer golf bags also come with built-in stands that come out when you set the bag down. This saves you from having to bend over and pick your golf bag up off the ground after each shot.
The right golf bag will help prevent shoulder and back aches and general fatigue as you work your way through your round.