As someone who actually has walked one entire prefecture, I'll offer the most important pieces of advice you can take with you:
Unless you are Bill Gates-rich, I suggest taking camping equipment so that you can be totally self-sufficient with regards to accommodation (Japanese minshuku/family-run guesthouses, on Shikoku, can be hard to reach after a long slug between temples, so they tend to charge 6000 yen as bare minimum, and with the pilgrimage taking four to eight weeks, that will burn a major hole in your wallet).
Try to travel light, I took too many books and cd's with me, and in addition to being too much weight, it made me miss home far too much, which really wore down my motivation and so I couldn't face doing any more.
Try to find a walking partner who is from your country, I made several short-term Japanese walking partners, but I still felt lonely because I couldn't communicate with them as effectively.
If you want more advice feel free to PM me, I'm too busy to write everything in right now.