To quote from this excellent essay: Since at least the time of peripatetic Greek philosophers many writers have discovered a deep, intuitive connection between walking, thinking, and writing. "How vain it is to sit down to write when you have not stood up to live!" Henry David Thoreau penned in his journal. "Methinks that the moment my legs begin to move, my thoughts begin to flow." What is it about walking, in particular, that makes it so amenable to thinking and writing? The answer begins with changes to our chemistry. When we go for a walk, the heart pumps faster, circulating more blood and oxygen not just to the muscles but to all the organs, including the brain. . . " (Photograph by Alex Majoli/Magnum.) Read this in the New Yorker here.
http://www.newyorker.com/tech/elements/walking-helps-us-think