Right of passage for people who just obtained their conceal carry permit or conceal handgun permit, where the new CCP holder trys carrying his handgun concealed at Wal Mart for the first time. This means having the gun on you at all times, but concealed, as you get out of your car, walk into Wal Mart, shop for at least 30 minutes, use the restroom, buy something, check out and look for zombies to attack as you cross the Wal Mart parking lot to get back to your car.
Bubba: Hey, Clem, I just got my conceal carry permit - check this out, got me a sweet little Detonics 9mm that I can carry everywhere I go.
Clem: Bubba - you gotta go do the Wally Walk - cain't carry that thing 'round proper like 'till you go shopping at Walmart, pissin in the Wally restroom and whatnot with your new piece
Bubba: Well, Clem, how 'bout lets go to Wal Mart for my first Wally Walk - I'll spring for the notchos and cheeze at the Wally restaurant to celebrate!!