Like SE said, I never sold anything because I never had anything.
But yeah, I've sort of done this. Not walking though. Back in 05 I got the travel bug after reading some books (The Beach was one of them) and watching some travel movies. I don't know why it had never occurred to me before this time, but I devoted all my energy to saving up money to do whatever I wanted from there on out. I worked pizza delivery for almost 4 years and in 2009 I had tons of cash saved up from my tips, so I bought a plane ticket to thailand and just left. All I had was a little backpack with a few changes of underwear, my money, a toothbrush, etc. I brought practically nothing else. When I got over there, people always commented on how light I was traveling, they'd be like "where's your stuff?" And I'd just hold up this bag that was the size of a purse, lol. I've never felt so free.
I came back a few months later to the states but the travel bug was far from gone. I just couldn't go back into any sort of "conventional" life after that so I packed up my car with all my belongings (wasn't much) and left California. I headed east and it was one of the greatest adventures of my life, even better than Asia! I spent some time in Missouri (where I met my boyfriend) and then moved on to North Carolina where I eventually 'settled' (kinda, for now) because it's so beautiful here. My boyfriend ended up coming back here too and living with me and we got a cabin in the mountains and lived there for over a year. It was great fun. We are still living here now and saving up money so we can buy our own fifth wheel rig and truck, and then we are going to be road warriors indefinitely.
In my experience the things in life that seem like the biggest risks have given me the biggest rewards. I had almost no money (maybe $800 total in cash with NO plan) when I left California and by the time I got to NC I only had maybe $200, it was crazy, no plan, nothing. But I ended up barely scraping by and getting a little job for a bit and then life just went on...I can't imagine how much I'd have missed out on had I just stayed in my hometown and been "sensible" about my goals.. blah.
You only live once and it's always better to regret doing something than not doing something. But I've never regretted a thing.