We discuss walking behavior in gauge theories and weak first-order phase transitions in statistical physics. Despite appearing in very different systems (QCD below the conformal window, the Potts model, deconfined criticality) these two phenomena both imply approximate scale invariance in a range of energies and have the same RG interpretation: a flow passing between pairs of fixed point at complex coupling. We discuss what distinguishes a real theory from a complex theory and call these fixed points complex CFTs. By using conformal perturbation theory we show how observables of the walking theory are computable by perturbing the complex CFTs. This paper discusses the general mechanism while a companion paper  will treat a specific and computable example: the two-dimensional Q-state Potts model with Q > 4. Concerning walking in 4d gauge theories, we also comment on the (un)likelihood of the light pseudo-dilaton, and on non-minimal scenarios of the conformal window termination.