Thoreau writes that we tend to behave
As if the main object were to talk fast and not to talk sensibly. We are eager to tunnel under the Atlantic and bring the old world some weeks nearer to the new; but perchance the first news that will leak through into...
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the broad, flapping American ear will be that the Princess Adelaide has the whooping cough. After all, the man whose horse trots a mile in a minute does not carry the most important messages [. . .].
Thoreau would rather have us focus on what we are saying rather than the speed with which we are saying it. Why do things need to move faster? How does this truly benefit us? We are in such a hurry to get where we are going and to say what we are saying that we are not necessarily paying attention to the most important parts of life. Moving fast does not mean that we are doing the right thing.
Moreover, Thoreau claims,
When we are unhurried and wise, we perceive that only great and worthy things have any permanent and absolute existence,— that petty fears and petty pleasures are but the shadow of the reality.
He implies that we are typically hurried and unwise because we do not manage to keep a proper perspective on such petty fears and pleasures.
Living slowly ("deliberately") was one of Thoreau's themes. He mixes this theme with another favorite, that of simplicity. (And if you ask me, it's long past time we revive Walden and make it required reading in our schools; we've lost sight of Thoreau's most important insights.)
In chapter 2, he says, "Why should we live with such hurry and waste of life? We are determined to be starved before we are hungry. Men say that a stitch in time saves nine, and so they take a thousand stitches today to save nine tomorrow." He goes on to say that most of our work is inconsequential, but we're busy all the time, and furthermore, live to learn the latest news, always the latest news. In essense, he's saying that we have lost sight of ourselves, we're too busy, and we don't even know who we are anymore.
Later in the same chapter, he says, "When we are unhurried and wise, we perceive that only great and worthy things have any permanent and absolute existence, that petty fears and petty pleasures are but the shadow of the reality. This is always exhilarating and sublime." This is in the context of how we hurry through life and are deluded into believing most of life matters when in fact, little of it really does. We are so busy we no longer know what it is to live, to just be.
And so, Thoreau went to the woods to live deliberately....