A walk-in is when someone walks into a place without making a reservation or appointment beforehand. For example, if you decide to go to the park and you didn't call ahead or reserved a spot, you are a walk-in at the park.
It's like going to a restaurant without calling and making a reservation, you just walk in and wait until a table is available. Walk-ins can be done for many things like going to a store, a gym, or a doctor's office.
Basically, a walk-in means you are showing up at a place without telling them you are coming before.