On a vertically vibrating fluid interface, a droplet can remain bouncing indefinitely. When approaching the Faraday instability onset, the droplet couples to the wave it generates and starts propagating horizontally. The resulting wave–particle association, called a walker, was shown previously to have remarkable dynamical properties, reminiscent of quantum behaviours. In the present article, the nature of a walker's wave field is investigated experimentally, numerically and theoretically. It is shown to result from the superposition of waves emitted by the droplet collisions with the interface. A single impact is studied experimentally and in a fluid mechanics theoretical approach. It is shown that each shock emits a radial travelling wave, leaving behind a localized mode of slowly decaying Faraday standing waves. As it moves, the walker keeps generating waves and the global structure of the wave field results from the linear superposition of the waves generated along the recent trajectory. For rectilinear trajectories, this results in a Fresnel interference pattern of the global wave field. Since the droplet moves due to its interaction with the distorted interface, this means that it is guided by a pilot wave that contains a path memory. Through this wave-mediated memory, the past as well as the environment determines the walker's present motion.