Where can I buy baby walking shoes?
I think it's best to buy that first pair of walking shoes in person at a brick-and-mortar store, so you can actually have the experience of putting the shoe on your baby and see how it will fit.
A variety of stores carry baby shoes:
Babies R Us
Some Toys R Us with Baby sections
Buy Buy Baby
I bought Maddie's first pair at Babies R Us, and her second pair at Carter's. They were sizes 5 and 6, respectively.