I'm going for a walk instead of being with friends
Why would you rather go for a walk?
I want to relax by myself for a few hours after studying all the day.
It's okay to want to take some time alone and relax. Walking is healthy and a good exercise so there is nothing wrong with relaxing with a comfortable walk. However, you agreed to meet with your friends and that must come first before your own personal preferences.
I would just rather be alone. I just want that.
It is fine to want to have some time alone. Just understand that you do not want to get into the habit of not honoring your commitments.