Pretty much what everyone has said ahead of me. However, free, easy fuel is money in the bank. Mill it and sell it or burn it in your stove for heat and save or make $$$. Just DON'T USE IT IN A SMOKER OR GRILL! Unlike other nut woods it will ruin what ever you try to smoke or cook.
I avoid walnut because it burns slower than my other choices. A slow burn rate combined with a medium density makes walnut a lower rated wood for my furnace. Walnut has a high oil content which contributes to its high resistance to decay. My guess, walnut's high oil content slows the rate at which the wood heats up as the oil boils off and so slows the burn. Medium density hackberry and slippery elm both burn faster but rot much quicker.