I'm taking a Craftsy class called Creative Quilting With Your Walking Foot (Which is VERY good by the way). Once of the first things the instructor said is that it's called a "walking foot" for a reason. It's not called a "running foot". She stressed the fact that you need to go slow with it.
I'm glad that someone posted about the possibility that the needle screw could come loose. I'll have to check that, too.