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So I see in the rule book it says you can't move through terrain features (i.e. walls) unless you have the fly keyword. One of my peeps said infantry can pass through walls though (I'm assuming terrain features). I hunted through the book and couldn't find a reference to what he was saying. Can someone enlighten me?

Also, in the movement phase description it does say "terrain feature" as being impassable for all but flyers. Do we get a definition of terrain feature in the book? For instance at my club we use something that looks like really stiff felt cut in the shape of a kidney to represent area terrain - maybe throw a tree on it. Does that constitute a terrain feature?

Infantry can move through the walls and floors of a ruin without penalty, That's probably what he was referring to.

Advanced Terrain section

He's referring to the rules in the advanced section about ruins. Infantry can move through the walls and basically treat the thin as clear for purposes of movement.

If you are just using the core rules then pretty much everything would be a terrain feature. However if you use the rules specific for that terrain type you should look in the advanced section.

You have to define the terrain on the table these days, because while Infantry can move through Ruins with no problem, other types of terrain impose different game effects on Infantry. What is Infantry? Look at the keywords of the unit. It will say "Infantry".