Ctrl + Shift + E to enter in Avatar mode. Then right-click on the main window, select "Outside" -> "First Person", then use the W, A, S and D keys, like an fps shooter, to walk around. Q and E will turn the walking direction, and R will toggle between "Run" and "Walk"
Unfortunately, mouse look doesn't work like any other fps game, so if you use the mouse to look around, only your head will turn, but the Avatar will continue to walk in the same previous direction, like a Tank turret that moves, with the tank itself still moving in the original direction, which can be a bit confusing. In case you get lost, you can use CTRL + Space to reset the view direction and align it to the walking direction.