Since we have NewLife by the NewSpirit it only makes sense for us to walk in the Spirit. Walking implies that our physical lives are different - that we talk differently, that we do differently.
Jesus is fully man and He is fully God because His Spirit is the HolySpirit. He was not born with the SinNature that the rest of us were. But He had to learn submission to His HolySpiritFather. When He was baptised with His HolySpirit He was empowered to walk in the Spirit. He went to the wilderness fasting and praying until He was totally conformed to the will of His HolySpiritFather. When He left the wilderness He was prepared to walk in the Spirit.
To walk in the Spirit is to believe and appropriate the promises of the LordJesusChrist while fellowshipping with Him in His HolySpirit.