Use one walkCycle looped walking forward.
Use one walkCycleLeft and walkCycleRight for left and right turning.
Put these in a BlendTree and make the range -1 to 1 and control turning from the horizontal axis input.
Use one IdleToWalk not cycled. Use as many steps in this animation to naturally transition to the walkCycle based on the type, speed and caricature of the walk being used.
Use one WalkToIdle animation, not looped same as above.
Control these transitions using the vertical axis input.
Thanks, I will give this a try. I was just unsure of the approach, thinking that maybe there was a way to transition from the Idle position to the looped WalkCycle without having explicit Idle->Walk / Walk->Idle animations.
You can do that. You will get some foot slippage unless your walk cycle is starting with the two feet as close to the Idle position as possible so the blend looks nice on the take-off.