How can you be bad at walking without a destination in mind? You just put one foot in front of another and every time you have to choose a new direction, pick whichever way looks more interesting (by whatever measure you classify interesting at that moment).
Part of it is motivation. Why bother leaving, if I don't have a particular destination in mind? There are other things I could be doing that seem more important.
The other part is that I fall into patterns really easily. If I don't have a set destination in mind when I leave my apartment, I often just end up at the subway stop I take to get to work.
Pick a destination, but vary the route. Don't take the optimal route. It's easy on grid streets; just move laterally a block or two on the way. And give yourself permission to explore, by making sure you don't have anything planned: just stop and poke your nose into anything that sparks your interest.
Not meant to be hostile, genuinely curious.