Well, I started with the guided walking meditation in the app I use (Waking Up). It has 3 pre-recorded coaching sessions for walking. I did the longest one which is for walking outside in public.
I wished it had more, but it only had that one. So I bought this other app, called “Walking Meditations” (on iOS), and it basically just has 3 guided walking meditation sessions.
I also have “Ten Percent Happier” so I did that app’s walking meditation.
After trying all these guided walking meditations a couple times each, I started trying to do it on my own, without any guidance/coaching.
That works, but I personally still do better with a guided session. (That is to say, when I have an audio guide, I tend to notice more quickly when I get lost in thought, and observe the thought and let it pass, then return focus to the object of meditation, whether that is my breath, body sensations, environmental sounds, etc. If left to my won devices, after a while I still tend to get lost in thought for several minutes before realizing it.)
So then I realized, hey, I can do the regular guided meditations while walking. The guide does usually say something like “OK, take your seat. Close your eyes, and bring your attention to the sounds around you | your breath | the weight of your body in space.” I just ignore the non-applicable parts, or substitute something applicable.
If walking outside, I don’t close my eyes. Instead of bringing my awareness to the feeling of my body in the chair, I bring it to the feeling of my feet hitting the pavement, my legs supporting my body.
But the rest of the coached meditation generally works fine. The commentary in these sessions generally consists of long pauses with gentle reminders and hints, to softly note your in/out breaths, become aware of sounds or sensations, or note when you become lost in thought and return your focus to the object of meditation.
I believe with more practice I will likely just do it without coaching, but for now I like it with the coaching. I also made a habit of doing morning meditations standing on my roof, eyes shut usually, but facing the sun. That works great, too.
Especially great for walking are the guided meditations that have you pay close attention to all the sounds around you. In a city, or in nature, even in a stil and quiet place.
TL;DR - “just do the same meditation, but while walking”