Answer:
Walking: direct object.
Step-by-step explanation:
A gerund is a verbal, that is to say, a verb form that does not act as a verb but as another part of speech, that is formed with the present participle form: a verb root + ing, and which acts as a noun in a sentence. In the sentence, Walking is a gerund because it is formed with the verb root walk + ing, and it acts as a noun.
Besides, this noun is a direct object because it follows the main verb: enjoy, and receives its action. Plus, it answers the what question. For example, what do you enjoy? Answer: walking in the country.