We will be staying at Holiday Inn express and attending 9:30 show at opry, was wondering if walking back to hotel would be advisable.
After the show there will be plenty of foot traffic, at least to and through the Opryland Hotel. There will probably be enough foot traffic on from there too as folks make their way to The Nashville Palace. I'd make the walk without any hesitation except for the distance.
On a Friday or Saturday, plenty of activity in the area, on a Tuesday, not quite so much unless there is a big convention going on at the Gaylord Opryland Resort, which will spill out to the outlying hotels. Just be alert to your surroundings and you should be safe.