This sounds a really interesting project speaking as probably the only person with an active walker.
I would say "give it a go" as a final goal.
First I would say get a robot any robot. feather would be best and run it in the arena Scott bots make a simple kit that would do. you need this as walkers take years to get right when you do have experience of them. and it is easy to loose heart on the way. also you can learn what works and what doesn't with regards to weapons and armour. and get to meet the crazy crew!!
next a test bed this would be first a static model on a stand or small none combat robot for the purpose of developing the mechanism. it sounds a waist of time but it really is the short cut. and will save you years!
These things are complex, to give you some idea if you count everything, there are about 20 separate bits in one of Pilgrims feet alone! and there are eight of them, the legs are more complex and so the parts number is very much higher.
Don't be put of but do understand the length of the journey you will be taking!
If you manage this you will be Legend.