Translation:I walk on a small bridge.
From what I recall of what I learned when I studied Japanese in high school, Japanese words are accented either: only on the first syllable, only on the second syllable, it not at all. Therefore with words that are frequently prefixed with お, the event is generally on the first syllable to allow it to be on the second syllable when theお is included. (お)酒(SAke)を飲みます。 鮭(saKE)食べます。
Given that it's written with only hiragana, one could potentially see it that way, but most likely not. Contextually and because chopsticks often use the お- prefix, it's very unlikely to get mixed up. If only Duo taught you that the kanji for bridge is 橋 since it's a word that's not often written in kana.
While it's true that 歩く is intransitive (you don't need an object to walk), using に here could turn the sentence's meaning into "I walk to a small bridge". To make the distinction between destination or walking surface, を is used. In this context it may help to think of it as "to traverse".
It actually happens in English too btw. For example: "I walk a lonely road" could sound transitive, but it obviously does not mean you are walking your road (like, on a leash).