Should I start with simple walking and then get to more intensive training?

Personal opinion would be yes. Not only will you stretch out your legs but your also developing muscle memory at the same time. Walking isn't going to burn as many calories as say running or any other type of cardio activity; however, you are still working your legs and getting them primed to endure more vigorous activity. I always go for a small 20-30 minute walk after heavy meals even if I have already worked out that day.