Why is there foot irritation from walking?

There shouldn't be. If your foot is being irritated when you walk, something is wrong. Hobble on over to a podiatrist and find out what's wrong so that you can walk all you want without getting irritated (or at least your foot getting irritated). Now if I can only find a way to not get irritated when I drive!
Sign of a problem. Make sure that your shoes fit properly. Normal walking should not cause your foot to get irritated. Have the feet evaluated to determine the cause of your discomfort.