That lane on the bridge with all the bikes in it is for bikes, please dont step into it to get a picture and get mad when someone in a bike yells at you.
Nice walk! If you get dehydrated or hungry there are people who sell light snacks and drinks. Also some touristy things to but if you're into that stuff.
If walking, either direction is nice. If biking, start in Manhattan. If you get to the first pier you'll make it to Brooklyn and back because the worst is over! The uphill from Brooklyn is easier!
Lots of construction at the moment covering up heaps of viewing space. Still a worthwhile walk though. Make sure you listen to some uplifting music on your iPod! Enhances it.