This was a five star idea and a three to three and a half star read for me. I'm giving it four stars because it's such a fun concept. There's nothing overtly "wrong" with what Harvey's done here, she just has a different style and focus than I was looking for.
To admit my bias - I was hoping for a book that focused more on the theatre of Pepys's day. This would have made this more relevant to me, but obviously isn't Harvey's responsibility - she's gone for more of a general feel and I think has succeeded in that. I found myself wishing she'd included more detail and spent more effort creating a feel for what London looked and felt like in Pepys's day, as she does this more effectively at some points than others. What Harvey does do well is pull out interesting tidbits of general information on Pepys's personality as a man out and about town. I came away from this book feeling he was much creepier and more of a sexual predator than I'd realized before. Sad, but interesting. Also worth noting is that Harvey's style, while not super-detailed in a historical sense, is readable and you do get a good general feel for what Pepys's London was like through these "walks."
One thing that didn't work for me was her tendency to include contemporary references seemingly meant to contextualize the information in a way that will make sense to readers; these felt forced to me, and most of them took me out of the moment in a disruptive way, although a couple of them created effective parallels or comparisons.
Overall, this was a great idea and a good, but not great read for me.