Translation:We went for a walk in the forest.
'aller se promner' is 'to go for a walk'; 'allions' is 'were going', so together 'nous allions se promner' is 'we were going to go for a walk'. Aller se promner is just a set phrase meaning to go for a walk, so just as you repeat the verb 'go' in English, so you repeat it in French. Does that make sense? I'm only a French learner too!