“But if we walk in the light, as he is in the light, we have fellowship one with another, and the blood of Jesus Christ his Son cleanseth us from all sin.”  
1 John 1:7

Walking in God’s light is actively walking in righteousness, he says when you walk in his light you are cleansed from all sin!
“If we say that we have fellowship with him, and walk in darkness, we lie, and do not the truth:”  1 John 1:6
If we walk in his light, we would never walk in darkness- walking in his light isn’t taking a stroll; it’s doing the truth:
“Sanctify them through thy truth: thy word is truth.”  John 17:17
Walking in God’s light is doing the word; doing what the word of God says despite your emotions. The word says:
“Be careful for nothing; but in every thing by prayer and supplication with thanksgiving let your requests be made known unto God.”  Philippians 4:6
No matter how pressed you are by that challenge, walking in righteousness- doing the truth- is choosing to not worry about that challenge; that is God’s disposition about the challenge and he wants that to be your disposition.
“My brethren, count it all joy when ye fall into divers temptations;”  James 1:2
You want to do the right thing in that trial- then count it joy! That’s doing the word. Your feelings would lie to you but the word of God is truth!