It can be challenging to choose a location for a first date. If you go to a meal, you can feel 'trapped' there until the meal ends. What if you don't like the person and don't want to stay for the entire meal? Some people meet at bars - but what if you don't like to drink or don't WANT to drink during that first date?
Walking is great, but it's very weather-dependent. If the weather turns bad, it ruins your date.
Someplace like a museum is a great alternative. There's no "time limit" On it. You can see one room and decide you've seen enough. You can linger in the entire museum for hours if you are enjoying the process. There are benches to sit on, if your feet get tired. The weather doesn't matter at all.
You don't have to like the art there. You can just walk and talk.