We are arriving in Naples by train and taking a ferry to Sorrento. According to google maps it is about a 35 minute walk from the central train station to the ferry port. We like walking. Would it be a pleasant walk? Interesting sites and food along the way? We will have roller bags and small backpacks.
If you don't mind the long walk, if you take Corso Umberto I, it's a nice elegant street.
I highly recommend Google Maps Street View to see if it looks like something you would want to do. Of course, that won't tell you how hot it might be.
If you can walk that gar with your bags, why not? You'll see more of the city than you would by bus or taxi.
However, the area near the train station can be skeevy, or at least it was when I was last there a few years back. No one is going to accost you with a knife, but if you are uncomfortable about these types of neighborhoods around large train stations in many cities,, see if you can do some more reading about that area.