He is normally seen in his birdcage, which is located by the staircase of the Loud household. He also owns a birdhouse, which is situated outside the house. When not in his birdhouse or cage, Walt has free range of the household.
Walt is good friends with Charles, Cliff, and Geo, and they're often seen playing together in the background. They also sometimes conspire together, such as in "Pets Peeved" and "So Long, Sucker".
He is a bit grumpy--he frowns most of the time, and he can hold grudges as shown in "What Wood Lincoln Do?", and in "Get the Message", where he pecks Lincoln. Despite this, he can be very affectionate as well--he socialises with the Louds on the regular, tried to sleep on Lana's bed in "Pets Peeved", and romanced a duck in "Love Birds".
Walt is also shown to be a very intelligent canary--he can fly off the property without getting lost, understands English to an extent, and while he has occasionally left droppings this doesn't seem to be a significant problem for the Louds.
Walt is a small yellow bird with large eyes, a small beak, long wings, and a puffy tail. He almost always has an angry looking expression, and it is unclear why his face is like this.
Walt is the only pet to not have an Instagram account, and a part in "Lost Control".
Despite being a canary, Lori uses him as a carrier pigeon in "Chore and Peace".
One of "Lincoln Vlogs" reveals that Walt was adopted because Lana found him and cried until they got to keep him. Seeing as he was around when Luan was eight in "Head Poet's Anxiety", this means that Lana found him when she was a baby. The vlog also reveals that Walt was named after Walt Kelly in-universe as well as out-of-universe.
He is in a relationship with a duck who migrated South for the winter.