Oh I know this feeling! At 35 weeks, that lower right side pain while walking is actually quite common, it can be round ligament pain, the baby sitting very low and pressing on things, or even early Braxton Hicks, so it doesn't necessarily mean labour is starting right away. My friend experienced exactly this and said her gynae told her the baby's position was causing most of the pressure, especially since every pregnancy really does feel different from the last. That said, if the pain is sharp enough that it hurts to walk, sit, or lie down, or if it comes with tightening of the stomach or any discharge, please don't wait and just head to the hospital to get checked, at 35 weeks they will want to monitor you properly. Honestly I'd say don't try to second-guess this one, just call your gynae or go to the delivery suite to be safe, because round ligament pain and early labour signs can feel very similar and it's better to get a proper assessment than to wonder.