So I have an osmo mobile as well as an iPhone 6plus and a 6s.  Due to OIS, I cannot use my 6Plus but I can use my 6s since it does not have OIS.  I need some advice as this whole gimbal thing is new to me.  When you film (for example, walking a boardwalk and filming that walk) do you lock the gimbal or not?  When do you lock the gimbal versus not when filming.  I realize this may be a simple question to some but would appreciate thoughts / advice on locking versus not locking the gimbaL.  Thanks so much!  

Hello! I've just got my osmo mobile too and I'm also new to the whole gimbal thing. But after some trial and error I think I got the hang of it.
Before you begin filming, consider your subject. Especially your subject's position relative to yours and its movements. So for example I used the osmo mobile at a concert recently. I'm the one moving most of the time and the stage is stationary. Locking the gimbal is crucial in getting that sweet sweet stable footage of the stage.
So for your example, I would lock the gimbal if my intended subject is directly ahead of me or moving alongside me. This would minimise the movement and keep your camera oriented in your desired direction irregardless of your own movements (if you have to side step to avoid an obstruction for example). If you are looking to record the environment however, you'd want to leave the gimbal free and pan around.
Do practice and get to know how the gimbal works. I'm still learning myself. You can check out the link I posted for the concert example. Hope this helps!