That title begs a lot of questions doesn't it? Are "we" so to speak walking "alone together," or are there lots of "us," many individuals each walking separately, each in a different location?
The writings of Michel de Certeau are not an entirely open book to me, but I do know that he makes a distinction between space and place. It seems that ethnologists spend a lot of time thinking about this stuff. Here is Marc Auge writing about de Certeau, "Space, for him is a 'frequented place,' 'an intersection of moving bodies': it is the pedestrians who transform a street (geographically defined as a place by town planners) into a space."
It all goes back to Aristotle. He defines space as the limit of the surrounding body towards what is surrounded. By definition no two people can ever be in the same space at the same time. In that sense we always walk alone, even when we're with others.
Incidentally, if you type "lesbian walk" into Google - the first citation that comes up is yahoo answers, from the Philippines, with this plaintive question from "Paul": "They say I'm a lesbian the way I walk. They judge me according to their opinion but I know myself Im a girl? I know that im a 100% girl. Can u help me. Im still single right now just becoz of that"
Most of the answers, reasonably enough, suggest that the girl (if girl it be) doesn't really know what a lesbian is, and insist that you can't read a person's sexuality from the way they walk. John Travolta (or the Bee Gees who wrote "Staying Alive") might beg to differ. "You can tell by the way I use my walk, I'm a woman's man, no time to talk." Discuss.