Heavy Boots?

For those reading Extremely Loud and Incredibly Close you may be wondering, like I, what Oskar means when he says "heavy boots."

The following definition comes from Urban Dictionary:

heavy boots:
From the novel Extremely Loud and Incredibly Close. The narrator uses this phrase frequently to describe something making him feel sad, bummed out, or otherwise distressed.
Seeing homeless people gives me heavy boots.

Hearing that my best friend's grandma had died gave me heavy boots.