The quality of roads in Kaliningrad varies as much as in the main part of Russia. The road between Kaliningrad and Sovetsk is in parts a four-line highway where cars can go 120 km/hour, and it is best to hitchhike from traffic police posts where vehicles slow down. On the other hand, most provincial roads are badly asphalted, but it is normal for locals to thumb at the outskirts of a village.
Starting from July 1, 2019 people from many countries can get electronic visa to enter Kaliningrad Oblast. The e-visa is valid for maximum of eight days and cat be obtained for free in four days after filling a form online. The form along with all applying rules can be found on the official website . Even if the official rules say you don't need to have a hotel booking confirmation the form requires you to fill in where you plan to stay (name, address and contact info of the hotel).
According to official info  none of the borders with Poland are possible to cross on foot. From the border crossings with Lithuania at least the crossing in Sovetsk is open for pedestrians and actually saves you time if you walk. The crossing on Curonian spit near Nida appears to be also open for pedestrians.
Areas not accessible to foreigners
Certain areas of Kaliningrad Oblast are not accessible to non-residents without a special permit. This includes the border regions (strip of land all around the border) and areas north-west from Kaliningrad plus the town Baltiysk and Baltiyskaja kosa. Maps of these areas can be found on tourist information websites.