While the English translation is correct, it sounds stilted. The average American speaker would say: "take a walk". I suspect that would not have been accepted.
And for me it'd be "go for a walk" :)
I put Я думаю, що я буду гуляти завтра. Why is the що incorrect?
That's strange. In English you can put "that" or you can omit it if you wish, the meaning will be the same. But in Ukrainian you need to always put a conjunction! Without it is just two separate things: "I think" and "I will stroll tomorrow"
Well, it is very common to omit що after present and past forms of думати.