wash well scale & clean (under 6 or 7 " long) simply cut off head and gut them after scaling them, rinse well.
early spring or winter caught soak for a little while in a light salt water like others said.
I leave the top bottom and tail fins intact. rinse off the salt water & let dry for a few min while you get a little egg mixed up (you can add a small amount of milk or beer to the egg.)
use some of your fav. fish fry, or crushed corn flakes & flour mixed up. corn meal and or bread crumbs can substitute as well.
dip the cleaned fish into the egg mix and roll /coat the fish with the flour fish fry mix.
fry em up in a deep pan with ~ 1/2" hot cooking oil, vegetable or canola oil works best others like peanut oil but that gets expensive if you cook them a lot as the flour mix will come off & float up in the oil. heat on high ~425F
Fry them for 2~3 min per side until nice & browned, most people tend to over cook fish.
Set out for a few min to eat, pull top & bottom fins straight out this pulls the bones out with the fins take a fork run it down the top fin HOLE across top of the rib cage, down to the tail do same under side open up rest of the tail section to the belly. Grab the tail fin & slide the fork into the side lift it while holding tail down. the side of the fish meat will pull away from the rib cage & back bone clean leaving a dang tasty hunk of meat with next to no bones left in there. I fit does not pull away easily cooking may not have gotten to temp or long enough.
this same way I cook all my fish, though some walleye is better deep fried if you have a good thick fillet... though I dont cook the walleye hole as most of the time they wont fit into the biggest pan I have

I get 3 or 4 nice hunks out of each side of my walleye catches... yummy i have a frozen bag of walleye in the fridge from 2 weeks ago still waiting it was pretty good the next day after catching them...
Mark