Walnuts are high in Omega 3 essential fatty acids. Perhaps that is one reason you want one. On the other hand, do you have an emotional connection with the food?
So often intense cravings have an emotional basis. We might not even be aware of the emotional connotation between the food and why we may crave it under certain circumstances. In my case, starchy foods feed the child who never felt "good enough" and never really fit in with the rest of the family, except I am an excellent baker and got praise for my efforts. Chocolate tends to feed the lonely adult who enjoys the taste and texture of milk chocolate when affection and a gentle touch are missing from my life. It has taken a lot of time and tears to know and accept these things. I suspect most adults, especially those with diet or weight issues, have a strong emotional connection to foods.