Walk-in is a spiritual term that has a hazy definition in the plurality community. Originally, a walk-in described a new soul entering the body to replace the old soul. It was popularized in pop culture by Ruth Montgomery in the late 70s , then popularized as a subtype of otherkin and a form of non-pathological multiplicity by the otherkin community.  The otherkin website, Kinhost, claims that "A Multiple Walk-in occurs when a new soul enters the body but the original soul does not leave."  Nowadays, walk-in is used to describe many different things, such as the members of Soulbond Systems, spirit channeling, angels, or the members of Gateway Systems.
Distinguishing From Other Experiences
Mental disorders: Dissociative Identity Disorder (DID) and Other Specified Dissociative Disorder (OSDD-1) are caused by childhood trauma. However, it's not uncommon for DID and OSDD-1 systems to mistake themselves to be experiencing something non-pathological, such as imaginary friends, spiritual possession, an endogenic system, or other forms of non-pathological multiplicity like walk-ins.  This is because amnesia of childhood trauma is very common. Furthermore, many pathological systems are not distressed or even aware of their dissociative symptoms until later in life.  This is why it's very important to talk to a professional if you believe you are experiencing multiplicity in order to rule out pathological causes!
One thing that separates alters from walk-ins is that walk-ins can freely enter and leave the plural whenever they want. However, any DID/OSDD system can be under the impression that an alter is freely coming and going without knowing that said alter is always within their mind. Pre-existing alters can come in and out of awareness, or even be pulled into awareness by the upfront alter. An alter revealing themself for the first time, or being pulled into awareness, can be mistaken for a walk-in freely visiting the system.
Someone could also be unaware of why or when a new alter formed and assume that the new alter is a walk-in. Alters can also go dormant, which could potentially be mistaken for a walk-in leaving the system. It’s also possible for alters in DID/OSDD to have things like backstories, lives within their headspaces, or memories of a life before the system. These are called alter memories, internal narratives, or substitute beliefs. These things can cause someone to mistake alters for walk-ins, too.
If you are experiencing any distress, dissociative symptoms, identity confusion, or amnesia with your walk-ins, it's important to talk to a professional.