The Walk is in it's own way sacred
One of the important things for me has always been how to set aside real time and space for ritual things. Years ago, I was in a place where I couldn't exactly practice openly. This in a lot of ways started because I needed places to work from, so I'd gather things up and go look for places to do my magic. I'd head out, and at the time I didn't exactly drive, so I'd have to walk.
Sometimes I'd walk just to think, sometimes I'd be looking for a place for ritual. Over time, this evolved into what I'll get to with you below. All I did was take something that we all know how to do, and ritualize it so that it's a whole thing.
So, we all know how to walk. It's not hard. What we need to do to make this into magical ritual. There's a few rules here that I've adopted, to make this symbolically important.
Plan enough time - I usually end up doing this late at night, so I'm done with everything else by the time I start
Choose your path on the go - So this is part of how we really make this magic. I did this in the city, and so I'd have intersections and choices to make on what direction to go. This is part of where we let Spirit guide us. I usually started with a vague idea of where I'd go, and kind of decide what direction to go as I went along. You'll feel this one out as you get more practice.
Don't backtrack - The idea here is that you're crafting a path that tells a story energetically and symbolically, and backtracking for the most part kind of picks back up the energies that you're laying down. Sometimes right at the end point you'll have to backtrack for a block or 2, but mostly you want to be laying down a fresh path here.
Disconnect - I always take some way to have music here. You're going for likely hours, and the music can help to set the head space. Most of us do this on our phones anymore. Use the do not disturb setting perhaps, and try to use it only to adjust your music. there's a point to NOT being tied to the rest of your life here.
Bring what you might need with you - bring all your ritual stuff with you for this. You'll probably find that you land at a place that you'll need to DO something. Just a simple collection of magical tools will do.
Things to consider
So, you can do this as a freeform thing without a goal. It's real power here though is in having a goal, or setting intentions. This is great as something to add to other ritual space. Carry things to use in ritual later, carry things that you leave in various instinctively guided places on your path, carry "finished" spellwork that you will be carrying or working on an altar later, to charge them up. A note here on offerings or things that you leave behind. There's a reason that even now that I live less in the middle of a city, I go to the city to do this. More choices, more pathways, but also, it doesn't matter what I have to leave behind, I can find an appropriate place to leave it. If you're in the middle of nowhere, you have to consider the environmental impact of what you leave, and where you leave it.
So, what kinds of practical things do we need to consider for this? I mean, first and foremost is safety. This is often done for me in urban environments, and that CAN be unsafe. You know your city, and your situation. Understand that this can often lead you into places that aren't exactly the well worn paths that you're used to, and be safe.
The next thing to consider is how much planning you might want to do. I usually stay pretty freeform myself, but I'll plan kind of an end point, or height of the ritual. Some place that IS the sacred space that you're going to, or at least something symbolically important to the trip. It helps keep me motivated, or at least doing it. Often, the high point of the ritual for me isn't exactly the last stop, because I'll usually try to land around a gas station, or somewhere to get some sort of drink. I'll warn you that you will probably feel like the return trip drags, or just lasts forever.
While this can be a great way to work extremely closely with a member of your spiritual court, it's also important to acknowledge the spirits in the land around you. It IS true that some areas are more active than others, and some spirits are way more friendly than others. If you Walk in areas around your home, or otherwise Walk the same areas though, you'll likely build up a relationship with the spirits around you. Carry spiritual protection, at least a little bit, just in case. I've never really had a problem on something like this, but it doesn't hurt to be safe. Really, this is a great way to meet new spirits sometimes.
Ultimately this is something that takes a bit of practice and working at to get the feel for, but it's something that can add layers to any spellwork, you can learn to look for signs and such on the Walk, and it's a way of really connecting to the universe and the Spirits around you. The Walk can turn anywhere your feet can get you to into sacred space.