That's like asking why "You walks" is wrong in English. You need to conjugate the verb correctly. The verb "to walk" in Portuguese is "caminhar" and though you can say "Eu caminho", you must say "Você caminha".
Here's a handy site to discover the correct conjugations: http://www.conjuga-me.net/verbo-caminhar.
This is confusing to me because in the same lesson there is an exercise that goes as follows: " Eu caminho e ela caminha." I walk and she walks...right? What am i missing?
The sentences you quote may help you more than confuse you if you think about it. Both the Portuguese and English versions have two different forms of the verb depending on the person involved. This is what I mean by conjugating the verb. Here are all the present tense conjugations of the verb "caminhar" and their English equivalents:
- Eu caminho (I walk)
- Ele caminha (He walks)
- Ela caminha (She walks)
- Você caminha (You walk)
- Nós caminhamos (We walk)
- Eles caminham (They walk)
- Elas caminham (They walk)
- Vocês caminham (You (plural) walk)
Notice there are four different forms of "caminhar" depending on the person or group. You can now see that "Você caminho" is wrong. If you look again at the sentence you quoted you'll see the conjugations it uses agree with the table. The site I mentioned shows conjugations like this for all the tenses (and includes even more possibilities like "Tu caminhas" and "Vós caminhais" but these are rarely used in Brazilian Portuguese).