The closing process is often hectic. There can be issues right up to the delivery of the deed. The lender may suddenly need more information before releasing the mortgage money, the seller may have trouble getting the last few boxes on the truck, you may find a problem (big or small) during the walkthrough. It always is a tense time. Though no one can guarantee against delays, this is a good time to trust your agent, the seller's agent and the closing company to do their best to get all wrinkles ironed out.
Prudential Real Estate of the Rockies
As for protecting yourself when having the walkthrough on the morning of the closing, you threaten to not close and sue the Sellers for Specific Performance (for your actual damages, which would include the moving expenses and housing expenses) should you find major problems (or even minor ones) during the walkthrough.
I really wouldn't worry about too much, as in 12 years, I've only had to escrow money 2 times, and have never had a closing not occur because of damage to the home before the final walkthrough.
Best of luck, and congrats on your impending closing!