The concept of a 'Random Walker' describes an entity that moves randomly within a certain space. It's like a drunken person staggering down the street, with each step being random, possibly forward, backward, left, or right. Demonstrating the evolution of a Random Walker with natural probabilities, its path cannot be predicted, yet the probability of the Random Walker being at a certain point can be calculated, along with the number of possible paths the Random Walker can take at that point.