Walking is fine, but running builds your stamina and strength and helps your body get on a natural high faster. It's not an either or thing. You should do both. But keep up the running, cause it's so effective.
I'm not a doctor or even a professional athlete. I'm just a working mother of 3 who found myself a runner and am still in shock. This is just about cheering for healthy people who want to start running but lack motivation. If you have any medical concerns or worries, see a pro.