Friends of ours used to live right next to Brent Cross station, and I walked with them/her to the shopping centre a few times. It is possible to walk there as there are pedestrian-only ramps and things over the motorway, but it's not particularly pleasant! The route also means you have to cross the entire carpark, which isn't particular safe nor pleasant (the word "tundra" comes to mind in winter!).
Usually my friend and I would just catch a bus instead. But then you have to wait for it to arrive.
Are you able to go out there at some point and try out the route? I think that'd be a much better way of assessing whether you want to do it every day, and in all weathers (and I am a walking commuter, 30 each way to my office every day!).