Walking requires effort, the expending of energy, to arrive at a desired destination. Are any works involved in the salvation process? "For we are His workmanship, created in Christ Jesus for good works, which God prepared beforehand that we should walk in them" (Ephesians 2:10). These works most assuredly do not earn salvation, but at the same time, God requires them. In fact, this verse says we are being created for the very purpose of doing them! Such works are covered within the general term "walk."
Besides requiring effort, walking implies a destination, a goal. When a person walks, he is moving purposefully to accomplish something regardless of whether it is to flip a light switch, shop at a store, get some exercise, or go to work or school. God requires that we "walk in newness of life." It is our God-appointed goal in life and the reason He invites us into His presence. Our lives cannot consist of aimless drifting; we are headed somewhere, even as Israel's goal was the Promised Land.
I Peter 1:13-19 highlights what we must do:
Therefore gird up the loins of your mind, be sober, and rest your hope fully upon the grace that is to be brought to you at the revelation of Jesus Christ; as obedient children, not conforming yourselves to the former lusts, as in your ignorance; but as He who called you is holy, you also be holy in all your conduct, because it is written, "Be holy, for I am holy." And if you call on the Father, who without partiality judges according to each one's work, conduct yourselves throughout the time of your sojourning here in fear; knowing that you were not redeemed with corruptible things, like silver or gold from your aimless conduct received by tradition from your fathers, but with the precious blood of Christ, as of a lamb without blemish and without spot.
Christianity is a way involving far more walking than talking. It requires effort, and most scriptures imply that the walking is voluntary. It must be this way because, most of the time when we walk, it is because we have made a voluntary decision to move from one point to another. In God's purpose, it is the only way to make the mind, nature, and character of Christ truly ours.
The last, brief phrase of Romans 6:4 contains a great deal about life's overriding purpose. In a broad sense, it is what life after conversion is all about. It is awakening to the reality of our spiritual slavery and responsibilities through God's calling, followed by a change of mind toward Him and a spiritual death, burial, and resurrection so we might walk in conformity to Christ into God's Kingdom.
God allows the sacrifice of Christ to take the place of the claim He has on us to restore us to fellowship with Him, which is absolutely essential in providing us the strength, motivation, and gifts—whatever it takes—to complete the walk successfully. Mankind has never enjoyed this; it has not had contact with God since He cut humanity off by putting Adam and Eve out of the Garden of Eden.
This walking in newness of life is how going on to perfection is accomplished (Hebrews 6:1). God alters our standing with Him legally, graciously, and with generosity and kindness so we can fellowship with Him through prayer, Bible study, fasting, meditation, and obedience. God's spiritual creation requires our participation. It cannot be impressed upon us; we must consciously make decisions to take that walk.