Imagine you’re walking through a wide, open field. As you move forward, you come to a fork in the path. To the left is a trail that’s worn deep into the ground. The wheat has been trampled flat. The dirt is carved out. It’s obvious that countless people have walked this way before—and it would take almost no effort to keep following it. To the right is a new path. Barely visible. Only a thin line of bent grass, like two or three people have walked it once and never returned.

Most people think of movement as something that benefits the body. But did you know that how you move can directly shape how your brain...