We've gotten about 90% of our LO's shoes as hand-me-downs from friends. Less helpful if you're one of the earliest in your peer group to have kids.
Other shoes have been gifts from relatives. Great-grandpa got some nice boots for going splashing in puddles last Christmas. It tickles him to think that she's out there splashing around and we live in the PNW, so it's a win-win. In turn, we talk about Great-grandpa to keep him present in her mind. ("These were such a nice thing for Grandpa to send, aren't they?") Depending on your/your partner's parents, they might leap at the chance to gift baby's first shoes as a Christmas or birthday gift.
Also, we've never really had a problem finding shoes second-hand when we need them. Find a child specific used store, if there is one in your area. If you're urban or suburban that shouldn't be too hard. If you're rural, you might have more trouble.
Finally, if you're on Facebook you can connect with a local Buy Nothing group. Feel free to post any wants/needs. Usually there's someone out there who's very excited to get rid of kid stuff they don't need anymore.
Lastly, most kids don't really "need" shoes the minute they start walking. If you live someplace sunny year-round then, sure, you'll probably be taking the kiddo out to walk around frequently. But if you live in Minnesota, will your LO really be walking outside all that much? You might be able to push off any shoe purchases until the kiddo's a bit bigger.