We know that $D_{rms}=\sqrt N$ where $N$ is the number of steps taken by the random walker.
Now,consider a situation where a random walker walks $2$ steps in positive direction in the first two steps.
So,the $D_{rms}=\sqrt2\approx1.41$.
But the actual distance is $2$ units.
So why are the two values different? I am really a beginner in this field, so a detailed explanation is very useful.
There are four equally probable possibilities for the first two steps of this random walk:
so the square root of the mean of the squares of these is $\sqrt{\dfrac{4+0+0+4}{4}}=\sqrt{2}$ as expected. But this is before you know what actually happens.