Determine the number of miles you can walk each day.
The major route is 106 miles direct, not counting side trips and offshoot trails on each Key. Some people can walk a mile in 15 or 20 minutes. At four miles an hour, it would take three or four days to walk the full length of the keys, so allow for more time if you want to have time to walk around each island, too. A week to 10 days would give a solid overview of the Keys; a month would provide for deeper and further encounters of things that you might miss in a shorter stay.
Gather all necessary supplies, dress for the weather, and apply sunscreen.
Keep your northbound/southbound Overseas Heritage Trail map handy.
Set out from the eastern side of Key Largo, locating the entrance for the Overseas Heritage Trail.
Head westbound, exploring each Key as you wish. Depending on how many days you plan to stay on each Key, you can walk almost every square meter of ground on public properties.
Key Largo has many sights to take in, including the John Pennekamp Coral Reef State Park, Spiegel Grove, and the South Florida Center for the Arts. The original boat used by Humphrey Bogart and Katherine Hepburn in the "African Queen" is here and rides can be arranged.
Continue to Islamorada.
This is another major key with much to explore. If you have time, check out the Windley Key Fossil Reef Geological State Park and Indian Key State Historic Park or swim with dolphins at the Theater of the Sea. Galleries and museums and many water sports are also available.
Continue to Long Key State Park.
You'll have to know the current situation and Heritage Trail status for walking the Long Key Historic Bridge.
Pick up the Trail from just east of Grassy Key Rest Area and continue to the City of Marathon and Sombrero Beach Park, which are approximately half way through the journey.
Find the start point of the 7 Mile Bridge.
This is currently for automobiles and is parallel to the Old 7 Mile Bridge. The old bridge is NOT continuous, so if you try to walk it, you'll have to turn around part way. Walking the 7 Mile Bridge can be dangerous. You could potentially hitch a ride with travelers departing from Marathon, Knight's Key Rest Area, or Pigeon Key Historic Museum. If you chose to walk the bridge, cross the highway to walk against traffic (it's the law). Try to avoid the rush hour times and an hour before sunset when many drivers are on the road. It is very risky to be on this section at night. Continue on to Key West.
Walk Key West and allow plenty of time to explore.
While many of the other Keys are tiny, Key West is approximately four miles square. Get a map of the walking tour for ideas on sections to visit. The southernmost point and dock areas are crowded every evening for viewing the famous sunsets. Historic buildings abound, including the Little White House, homes of famous writers Ernest Hemingway and Tennessee Williams and numerous other points of interest.
Determine whether to return to your parked car or home on foot or via alternate transportation to complete your journey. If you follow the same route in reverse, remember to face oncoming traffic at broken sections of the trail and especially on dangerous bridge areas.