To understand one’s grief is to know their loss. To know their loss is to walk in their shoes. To walk in their shoes is to be them. In the intended sense, “walking in someone’s shoes” says we have encountered a similar situation and by that experience, we know what it feels like to lose someone.
The worst feeling in the world is to feel that you are alone. When we lose a loved one, we are left behind to face a breathtaking sense of loss and aloneness. We can never be someone else, but the knowledge that we have suffered in a similar way is comforting to another, knowing they are not alone in their loss.