The correct option is
A going
The verbs that do not explain the tense of the sentence and do not agree with the subject are called non-finite verbs. Non-finite verbs are usually infinitives, gerunds and participles.
Option B - 'To go' can't be used here, as 'be' in the sentence is a verb that explains one's state of being. 'To' is used when the actions are not real or abstract mostly. Hence, 'to' can't be used here. Thus option B is incorrect.
Option C - 'Gone' is the past participle form of the verb. As the sentence is in simple present tense, we can't use 'gone' here. Hence, option C is incorrect.
Option D - 'Go' is the verb in its original form. As explained above, non-finite verb are usually infinitives, gerunds and participles, we can't use 'go' here. Hence, option D is incorrect.
Option A - 'Going' is the participle form of the verb and is a non-finite verb here, as it doesn't explain the tense of the sentence. A gerund is used when the actions are real. Hence, option A is the correct answer.
'Doctor told me that I should be going for a walk everyday.'