What did you purchase from Walmart? Make sure it is a proper whitewater kayak, as it will be very difficult to learn to whitewater kayak on something not designed for it.
Last weekend, I saw someone go down some class 3 rapids in some sort of lake boat. He got injured on the vary first set of rapids. Of course he had a lack of skills, so it made it worse. Which leads to my next advise, stick to class 2 rapids until you feel comfortable and can roll. You might not need to roll if you bought an inflatable kayak, but don't do class 3 water alone until you have at least some experience. I know some people seem to consider class 3 water a joke around here, but every noob I've see on class 3 water is swimming and getting banged up.