Quantum walks function as essential means to implement quantum simulators, allowing one to study complex and often directly inaccessible quantum processes in controllable systems. In this contribution, the new notion of a driven Gaussian quantum walk is introduced. In contrast to typically considered quantum walks in optical settings, we describe the operation of the walk in terms of a nonlinear map rather than a unitary operation, e.g., by replacing a beam-splitter-type coin with a two-mode squeezer, being a process that is controlled and driven by a pump field. This opens previously unattainable possibilities for kinds of quantum walks that include nonlinear elements as core components of their operation, vastly extending the range of applications of quantum simulators. A full framework for driven Gaussian quantum walks is developed, including methods to characterize nonlinear, quantum, and quantum-nonlinear effects in measurements. Moreover, driven Gaussian quantum walks are compared with their classically interfering and linear counterparts, which are based on classical coherence of light rather than quantum superpositions of states. In particular, the generation and amplification of highly multimode entanglement, squeezing, and other quantum effects are studied over the duration of the nonlinear walk. Importantly, we prove the quantumness of the dynamics itself, regardless of the input state. Furthermore, nonlinear properties of driven Gaussian quantum walks are explored, such as amplification that leads to an ever increasing number of correlated quantum particles, constituting a source of new walkers during a walk. Therefore, the concept for quantum walks is proposed that leads to directly accessible quantum phenomena and renders the quantum simulation of nonlinear processes possible.