כשהוא הולך, הוא אומר: ברוך המכין מצעדי גבר.
This blessing, "Blessed are You, haShem, our God, King of the universe, Who makes firm the steps of man" is based on a verse of Tehilim, the Psalms of King David.
"The steps of a man are made firm by HaShem, when He likes that man's way" (Psalms 37:23). The pasuq means that when a person has the intention of conducting himself in the right way, going in a path that conforms with the will of God, HaShem will help him, watching that this man will not stumble on his way. As it says in the next verse (37:24): "If that man stumbles, he will not fall down, because HaShem will hold his hand [somekh yado i.e., will support him, preventing his falling] "
The Talmud says that one should say this blessing when he walks (ki masge) in the morning. For Maimonides (MT Tefila 7:6) it is said when a person is ready to walk out from his house in the morning to go to Synagogue, to work, etc. (laṣet lederekh). The same idea expressed in the Psalms: once we have chosen the right path, we ask HaShem to prevent us from falling down.
It seems that according to other opinions, this berakha alludes (also) to the first steps we take in the morning, upon getting out of bed.
"Just how do we tall, two-legged creatures manage to stay upright while in motion, or even standing still? How can we possibly keep our balance on those two small platforms we call feet? The answer lies in a remarkable web of coordinated systems-voluntary and reflexive, neural, muscular, and skeletal-that collectively allow us to walk along a sidewalk or run along a forest path, largely without a second thought." (Nova)
This berakha reminds us of the gratitude we owe God for our capacity to walk. Recognizing that the Creator has endowed us, the human specie, with the extraordinary ability to walk upright.
"My father is Jewish, my mother is Jewish, I am Jewish." by Rabbi Benjamin Blech