The Romans protected their new town with a massive wall, a small section of which we were able to view through a padlocked metal gate alongside the path. They also built a stone fort, subsequently incorporated into a Norman castle, which played a central role in battles for the throne, until Oliver Cromwell ordered its demolition in 1649.
All that remains of the castle today is the magnificent medieval great hall, scene of many famous trials - from Sir Walter Raleigh in 1603 to a team of IRA bombers in 1973 - and these days home of "King Arthur's Round Table".
But I'd already explored the great hall under my own steam and, meanwhile, Clare was showing us another clue to the reason for Walker's fame; a crystal-clear spring emerging from the garden behind the cathedral, bubbling into a pool and then trickling off to the river.
Later we explored the impressive ruins of the old bishop's palace, Wolvesey Castle - its warlike name and structure a useful pointer to the role of a medieval bishop - and, behind it, the current bishop's house with its windows strangely askew.
Finally, as we walked up the side of the cathedral itself, Clare drew our attention to the windows and buttresses on the southern wall, which leaned at an increasingly sharp angle as they approached the rear of the building, so sharp that it looked as though the whole structure might fall over ... which it nearly did.
The trouble was, she explained, that Cenwalh, King of Wessex, who built the first cathedral (known as the Old Minster) in 648, put it on an island at the edge of the old marsh.
Then, in 901, King Edward the Elder established a great abbey (known as the New Minster) alongside as a mausoleum for his father, Alfred the Great.
All that remains of those symbols of the Saxon monarchy is their outlines in the grass of Cathedral Square, because they were demolished following the Norman Conquest to make way for a new cathedral built by William the Conqueror.
Unfortunately, the new cathedral's size - it was the longest in Europe - proved to be its undoing, because it extended on to the marshland and gradually began to sink.
Within 100 years, the cathedral tower collapsed (though contemporary sources blamed that on the evil spirit of the unpopular King William Rufus, who was buried under the tower).
This prompted an extensive rebuilding programme that replaced the original tower with a shorter, more stable structure, and also included construction of an expanded shrine for the remains of the cathedral's patron saint, St Swithun.
All this work extended the building still further over the marsh and it continued to slowly sink.
By the early 20th century, said Clare, the building was close to collapse and another rescue project started.
Step one was to build temporary foundations - but the ground under the cathedral was so sodden that any excavations immediately filled up with water. Enter William Walker.
Altogether, 235 pits up to 6m deep were dug along the south and east of the cathedral and Walker, in his old-fashioned diving suit, took into them 25,000 bags of concrete, 115,000 concrete blocks and 900,000 bricks to build a new base.
For more than five years, he worked underwater six hours a day, most of the time in pitch darkness because the water was full of sediment, then cycled 400km to his home in Croydon at the weekends to see his family.
It was an incredible effort and it succeeded. When the groundwater was pumped out, the temporary foundations held, bricklayers were brought in to strengthen the walls and the cathedral still stands tall and proud ... albeit still leaning slightly backwards.
As a result, we were able to explore its wonderful Norman and early-English architecture, the grave of Jane Austen, the Holy Sepulchre Chapel glowing with 12th- and 13th-century wall paintings, the magnificent carved quire with its figures of people, beasts and plants, the amazing west window, made from pieces of stained glass smashed by Roundheads, an icon of St Swithun (over the spot where his shrine once stood), the glorious Winchester Bible, illustrated in gold and lapis lazuli, and the six bone chests containing the remains of several early kings, queens and bishops, including Cenwalh - builder of the Old Minster - Egbert, Ethelwulf, William Rufus - whose evil spirit almost pulled the cathedral down - Cnut - he who ordered the tide to go out - Eadred, Eadwig and Ethelred II.
Afterwards, we went for a coffee and a muffin in the cathedral cafe, and there was a beaming statue of William Walker in his diving gear.
I hope, when he finished his mammoth task, that he got a muffin as good as the one they served to me. He deserved it.
CHECKLIST
Getting there: Emirates flies three times daily from Auckland to Dubai, with direct connections to its daily services from Dubai to six airports in the United Kingdom, including London-Heathrow and London-Gatwick.
Where to stay: The Holiday Inn Winchester is within easy travelling distance of the historic city centre.
Winchester: See visitwinchester.co.uk. Winchester Cathedral has its own website to check out.
Further information: For more about visiting Britain see visitbritain.com.
Jim Eagles visited Winchester with help from Emirates and Visit Britain.
