Yes or use a trick and imagine that your dream body has no real density like being empty and then u also can walk through a wall like a ray of light through a window 
I never considered walking through walls might be a difficult thing to do while in a LD so i never had any trouble with it. Normally when I figure out im in a dream and im indoors it is the method i use to get outside, i just fly right through the wall. Sometimes when im flying high in the sky I also like to stop flying an allow myself to freefall to the ground (ill generally go right through it a couple of feet). Going through a mirror is also fun. Theres a strange noise when your head passes through. Like a “wooosh”
I havent had an LD yet so walking through walls is on my list of things to do, but I was wondering, is teleporting yourself easy in LDs? Becuase for those that find it really difficult walking through walls, couldn’t they try to teleport through instead? Just a thought.
Even you experienced LDers could give it a try and tell us how easy it is.
I’ve walked through mirrors, windows, walls and… trees 
If you breathe in while inside, you get a typical hard-to-describe feeling. Inside the tree, the air has a peculiar wooden flavour. Pretty awesome to experience really
Mystic so you have a smell lucid experience, nice!
I haven’t managed walking through anything or teleportation yet. I tried it once and ended up unintentionally teleporting my Nan’s cat to our house. I, though hadn’t moved anywhere 
Lol whispa hahahaha 
Ever found your cat again after that
There are many ways to make changes in your dream,
sometimes i just say things like “beach” and then turn around and look
if iam at a beach 
sometimes it works and sometimes not.
Or i close my eyes really short then say again something like " iam at the beach" then open them and often am there then.
Well so u can think of many ways
Walking through walls is easy just imagine you have no density
Or say it as a voice command…no density…and feel empty
Teleporting is one of the tougher things to do in LD’s for me, since it involves completely changing your surroundings. It can be difficult to “trick” your mind into doing it. I find walking through walls much easier.
Besides, the whole point of going through walls is not just to get on the other side of it. It’s to do something that is impossible in real life. If you’re curious about what is on the other side, you can just use the door like normal people.
Good point Odd2k thats very true, its indeed just fun because u cant in rl.
As a little kid i used walking through walls when i was chased by dc’s
that always was fun when i heared them banging with there heads against the walls that i just passed through, as easy like a ray of light through a window. 
This is the way that i used to go lucid a long time ago… good times. th e whole point for me for walking through walls was to have fun and to “see what was on the other side” by having that courious side by wondering and by not really thinking about if you can or if you cant.
i remember that when i used to think about it i ran right into a wall and face planted it,i stoped and shut my eyes and then i got really really pissed off and blew my dreams to bits… hmm young lucid days i really miss them. but i use coice commands as well that helped a lot. for example i used to say “come on Richard this is a dream and yes you can walk through this wall” and well there i go i can.
it is also good if you use some sort of goal. like in the next lucid dream that i have i will put my hand through a wall just to see what it feels like and know that i can do this and this will be my only goal for that dream.
That helped me a lot try it and see if it works for you.
and yes i have jumped through the ground before but that alsways taken me to another world though, very interseting stuff
Macrophage have you already been able to walk through a wall in your dreams or lds?