Based on this question/answer: https://physics.stackexchange.com/questions/25918/
There is a place you could kind of do this, namely one of the gas giants. If you fell into a gas giant you would fall until you hit a point where the cloud density matched your own density. If you were wearing an unubtainium suit that kept you from being crushed, you wouldn't really be able to walk, but you would bob about nicely like a cork on the water.
If you think about it, water is much much denser than cloud, and it's pretty hard to walk on. You can do it with water walking shoes which are essentially feet boats.
So could you make shoes that let you walk on clouds, without using the principle of lift? On Jupiter, maybe... down where the clouds get as dense as water.
EDIT: More thoughts...
So, why can't we walk on water? The problem is that the water molecules are loose; they move about freely, this way and that, and when something pushes against them, like the bottom of your foot, they just move out of the way.
But sometimes an outside event can cause the molecules to become fixed in place, frozen if you will, and when that happens they don't move when pressure is placed against them.
Clouds are even less cohesive than water because the density is a lot lower, and because the density of ice is greater than air, there aren't really any natural ways to freeze a cloud on an Earth like planet, but there may be ways to do it if the atmosphere was very alien.
Straying into the magic technology arena, there might be a way to generate a field that holds the cloud molecules in place (magic), or the clouds are made of aerogel (technology), but without that you're going to have to have a very dense atmosphere, where some of it can freeze out and float up above the surface like a cloud.
If something like this is possible, the best candidate in our solar system is Uranus.
As on Earth, the atmosphere of Uranus is broken into layers, depending upon temperature and pressure. Like the other gas giants, the planet doesn't have a firm surface. Scientists define the surface as the region where the atmospheric pressure exceeds one bar, the pressure found on Earth at sea level.
Just above the "surface" of Uranus lies the troposphere, where the atmosphere is the densest. The temperature ranges from minus 243 degrees Fahrenheit (minus 153 degrees Celsius) to minus 370 F (minus 218 C) , with the upper regions being the coldest. This makes the atmosphere of Uranus the coldest in the solar system. Within the troposphere are layers of clouds — water clouds at the lowest pressures, with ammonium hydrosulfide clouds above them. Ammonia and hydrogen sulfide clouds come next. Finally, thin methane clouds lay on the top. The troposphere extends 30 miles (50 kilometers) from the surface of the planet.
So if you were going to have clouds that were solid enough to walk on, that would be the best place to start.