Question: Does someone have some reliable source what was meant by quote by Søren Kierkegaard in the title? Can you elaborate?
Does it mean for example I shouldn't think how to solve some problem, rather say go out and experience a nice walk for example?

Answer: 
I don't think that's what the author meant by the quote at all. He's not dissuading us from thinking logically or analytically, but attempting to shift our focus from that of problem-solving to *enjoying life*.

As humans, we are natural thinkers and problem solvers. Our brains are wired to seek truth and to find solutions to questions and issues that arise throughout our time here on this earth.

The trap many philosophers seem to find themselves in is one of constant pondering. Sure, everything can and should be open to intellectual debate, but is this the true purpose of our experience?

Instead of thinking about *why* the grass feels the way it does on our bare feet, we should simply quiet our minds and enjoy the fleeting moment for what it is.

Life.
Of course you should regard solving problems as your serious main business, while enjoying life as a vacation period after long persistent effort drowning in your business. As Farady once famously said: the strong prove, the weak enjoy... Also anyway, aren't problems must also be reality to be experienced? Otherwise it's just a fake manufactured "problem".

Don't read too much words into you heart, different people have different or even opposite styles and ways to express similar innate ideas. The real issue I observed from my experience is people will easily attach too much importance, value, and ego into their main business, their domain of problems, to such an extreme that they begin to overlook, disregard, and even say bad words to other people's totally different businesses. So under this context, a saint saying your above words are totally fine and appropriate. But we all know a saint's major job is to solve other people's sufferings (problems)...