I've really enjoyed reading this article by Ferris Jabr in The New Yorker entitled "Why Walking Helps Us Think." The article presents some fascinating research related to the connection between walking and creative thinking. Here's a quote,
"Walking at our own pace creates an unadulterated feedback loop between the rhythm of our bodies and our mental state that we cannot experience as easily when we’re jogging at the gym, steering a car, biking, or during any other kind of locomotion. When we stroll, the pace of our feet naturally vacillates with our moods and the cadence of our inner speech; at the same time, we can actively change the pace of our thoughts by deliberately walking more briskly or by slowing down.
Because we don’t have to devote much conscious effort to the act of walking, our attention is free to wander—to overlay the world before us with a parade of images from the mind’s theatre. This is precisely the kind of mental state that studies have linked to innovative ideas and strokes of insight."