I've used this method for years. It doesn't matter if the surrounds are urban or rural, but naturally it's nicer if there are trees and birds. The most important thing is that I am on my own. When you walk with others, you're bound to chatter. When you walk alone, you chatter to your characters, and they chatter back. In this way, stories develop through your feet. I've walked my way through dialogue, scene-building, description, interior monologue, action, development of plot. Holding it in your head is the hard part - I've been known to race back on the home stretch, my hands itching for the keyboard.
A more recent development has been to walk with Joe (my walking buddy) to explore actual sites for events to happen. As I'm now writing crime fiction, we laughingly call these 'murder walks'. On them we search out the best place to dispose of bodies, the best place to commit the crime, the best place to hide from the cops...whatever is required, really. Actually seeing the landscape enhances the final descriptions from guesswork to atmospheric reality and the 'blocking out' process of making sure things can really happen - all the hows, whys, thens and theres - becomes accurate and simplified.
As we walk, we chat about the interweavings of plot and character with landscape, throw ideas at each other and iron out problems. Such a walking buddy has to be trustworthy...and a bit of a writer themselves, if possible, but mostly any good friend with a pair of lace-up boots would do.
In this way, we've marched through forests, along coastlines, past power stations, been blown off mountains and squelched into bogs. I once walked all around a Killarney lake and ended up with a love song which, foolishly pen and paperless, I had to hold in my head until I returned to my friend's house.
I'd be interested to know if other people do this, and if they feel it's worthwhile...at least for the waistline!
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