Cuando no tengo prisa, voy andando al mercado.

In Spanish, prisa is used with the verb tener, not estar or ser. So tener prisa is the fixed expression for to be in a hurry.

• tengo prisa = I’m in a hurry
• no tengo prisa = I’m not in a hurry

This is one of many cases where Spanish uses tener where English uses to be:

• tener hambre = to be hungry
• tener sed = to be thirsty
• tener miedo = to be afraid

Because tener prisa is a set expression. Spanish normally does not say tener la prisa here.

So:

• Tengo prisa = correct
• No tengo prisa = correct

Using la would sound unnatural in this meaning unless you were talking about a very specific kind of hurry in a special context.

Spanish usually uses the simple present much more often than English does. In a sentence like this, the present tense describes a general or habitual situation:

• Cuando no tengo prisa... = When I’m not in a hurry...

Spanish normally does not use the progressive here. Estoy teniendo is grammatically possible in some contexts, but it would sound very unusual here.

Because this sentence talks about something that happens habitually or whenever that situation occurs.

• Cuando no tengo prisa, voy andando al mercado. = When I’m not in a hurry, I walk/go to the market.

In Spanish, cuando + present tense is very common for repeated or general events.

Compare:

• Cuando llueve, no salgo. = When it rains, I don’t go out.

If the sentence referred to the future, Spanish might use the subjunctive after cuando, but not here.

Ir + gerund can describe the manner in which someone goes somewhere. Here, voy andando means I go by walking, or more naturally in English, I walk / I go on foot.

So:

• voy andando al mercado = I walk to the market / I go to the market on foot

In Spain, ir andando is a very common and natural way to express going somewhere by walking.

Both are possible, but they are not always used in exactly the same way.

• Camino al mercado = I walk to the market
• Voy andando al mercado = I go to the market walking / on foot

Voy andando puts the focus on the way of going there: you are getting there by walking rather than by car, bus, etc.

In Spain, ir andando is especially common in everyday speech.

Both are understandable, but in Spain voy andando is more natural and common.

• andar and caminar both relate to walking
• In Spain, ir andando is the everyday expression for going on foot
• ir caminando is also possible, but it can sound a bit less idiomatic in many everyday Peninsular contexts

So for Spain-focused Spanish, voy andando is a very good choice.

Because al is the contraction of a + el.

• a = to
• el mercado = the market
• a el mercado becomes al mercado

This contraction is mandatory:

• Voy al mercado. = correct
• Voy a el mercado. = incorrect

Because Spanish uses a to indicate movement toward a destination.

• Voy al mercado. = I’m going to the market.
• Voy a casa. = I’m going home.
• Voy al centro. = I’m going to the city centre.

So a here marks where the action is headed.

Yes. That is also correct.

Both are natural:

• voy andando al mercado
• voy al mercado andando

The difference is mainly one of word order and emphasis:

• voy andando al mercado highlights the idea of going by walking
• voy al mercado andando may sound slightly more like I go to the market, walking

In everyday use, both work.

Because Spanish usually leaves out subject pronouns when the verb ending already makes the subject clear.

• tengo already tells us the subject is I
• voy also already tells us the subject is I

So:

• Cuando no tengo prisa, voy andando al mercado. = perfectly natural
• Cuando yo no tengo prisa, yo voy andando al mercado. = possible, but usually unnecessary unless you want emphasis or contrast

It normally sounds like a general habit or repeated behaviour.

• Cuando no tengo prisa = Whenever I’m not in a hurry
• voy andando al mercado = I walk to the market

So the whole sentence is best understood as something like:

• When I’m not in a hurry, I walk to the market.
• Whenever I’m not in a hurry, I go to the market on foot.

If you wanted to talk about one particular past occasion, Spanish would usually use different tenses.

It is very natural and helpful here because the sentence begins with a subordinate clause:

• Cuando no tengo prisa, voy andando al mercado.

The comma separates the introductory when-clause from the main clause. In informal writing, some people may omit it, but using it is a good idea and is standard in this kind of sentence.