Your PCP sees people regularly with back pain. The first few days to weeks is just trying to get you through it since the vast majority gets better on its own. If the pain is severe as you describe then I typically do steroids and narcotics depending on how well I know the patient.
Keep walking and others have given good advice about heat and ice. Some people find muscle relaxers helpful.

If you aren't having weakness an MRI is not needed right off the bat and your insurance likely won't cover it. Going to the ER to get an MRI may make for some very expensive disappointment, especially at the end of the year when you may not be getting an MRI until your deductible resets in January. They will likely give you steroids and a couple days of pain pills and refer you to your PCP for further treatment. Your PCP will be able to detect subtle weakness that you may not be noticing. 90% of acute back pain resolves within a month no matter what we do. Because treatments are all so hit and miss we usually don't jump to anything but just try to get you through. Again, if you're having weakness, that changes things a bit.

I've luckily never dealt with it but it looks agonizing and I feel for people that have chronic back pain.