Hiking the full trail between Ihlara village and Selime is a wonderfully bucolic day out. Most visitors come on a tour and only walk the short stretch with most of the churches, entering via the 360 steps of the Ihlara Vadısı Turistik Tesisleri (Ihlara Valley Tourist Facility) ticket booth and exiting at Belisırma. This means the rest of the path is blissfully serene, with farmers tilling their fields and shepherds grazing their flocks the only people you're likely to meet.
Other entrances are at Ihlara village, Belisırma and Selime. Including stops to visit the churches along the way, it takes about an hour to walk from Ihlara village to the Ihlara Vadısı Turistik Tesisleri stairs, 1½ hours to walk from there to Belisırma, and another hour to walk from Belisırma to Selime.
If you're planning to walk the entire trail, it's best to start early in the day, particularly in summer, when you'll need to take shelter from the fierce sun. Along the valley floor, signs mark the different churches.