Is running for excercise actually better than walking? Does it correspond to earlier heart disease?

One of my teachers in middle or high school told this to me, she said walking was actually healthier.... I think she's maybe wrong but have never looked into it. Please help! I wanna get in shape!

I'm a 29 year old male, quit smoking last year. I could see how she'd be right if you're elderly or in a dangerous state of health, but aside from those factors idk.