There’s a lot you can be aware of while doing walking meditation. When you first start doing this practice, you might want to keep the practice very simple – especially if you find that you get distracted easily.
You can start off just by being aware of your body as you walk. Perhaps you might spend most of your time being aware of just your feet. It’s OK to do this, and to build up the practice slowly.
You might then expand your awareness beyond the feet, to include the calves. And then the knees, the thighs, the hips — and eventually the whole body.
Once you’ve gotten better at keeping your awareness grounded in your body, you can start becoming aware of other elements of your experience, like your feeling and emotions.
When you can do that and still stay mindful of the practice for most of the time, then you can add the elements of mindfulness of objects of consciousness and balancing the awareness of inner and outer.
I’d also suggest that the first time you try walking meditation you give it at least 20 minutes and go to some quiet place like a park, where you are likely to be able to walk undisturbed.
Once you’ve done a few twenty minute sessions and have gotten the hang of the practice, then you can start also doing shorter sessions — walking from your car to the office, or walking from your home to a grocery store.
If you have Bodhipaksa’s CD of guided meditations, then this will also help you to pick up the practice more quickly, because you can simply let the guided meditation do the work of leading you through the practice.