Walking is bad for my knees. I agree with Sqad about the swimming. I started off at hydrotherapy, which was brilliant. Took me a while to get the confidence up to get in a public pool but I went with a friend the first time, picked a really quiet time, planned in advance to make it as easy as possible (getting changed both side, getting things in lockers etc...). I went to the pool in advance and they showed me where everything was so I knew I didn't have to walk much or negotiate steps, that kind of thing.
I find swimming itself difficult but hydrotherapy gave me idea of exercises I could do. You don't have to swim, moving in the water and taking the weight off the joints is great in itself, even just gently moving up and down a shallow part of the pool, by the side so you have something to hang on to at first. The noodles are great, long foam tubes, you can tuck them round your upper body to give you some extra buoyancy support. Just watch though as they can really rub the skin, which you don't tend to notice in the water. Also take it easy to start, it can be very deceptive in the water when you can move so much easier. It really does help strengthen your legs and one thing I found, as an added bonus, was that it also really helps my back pain too.