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Step-by-step build — 6 steps. Also available as a print sheet.
Locate and mark your studs before you cut anything. Standard spacing is 16" on center, so a 36" shelf can catch three studs. Your rod spacing is dictated by the studs, not by what looks nice. Design around what's actually in the wall.
Flatten, thickness to 1-3/4", rip to 8" wide, crosscut to 36". Walnut is soft enough to tear out — take light planer passes and read the grain direction.
On the drill press, with a fence. Drill 1/2" holes into the back edge of each shelf, 5" deep, centered in the thickness, at your marked stud spacing.
Every hole must be parallel to every other and perpendicular to the back edge. A hole that wanders 2° will bind, and you will not be able to seat the shelf. Clamp a fence, set a depth stop, and don't freehand it.
Sand to 220. Apply three coats of hardwax oil — walnut goes almost black when the oil hits.
Finish now, because a mounted floating shelf is impossible to finish properly.
Lag the threaded ends of the rods into the studs, leaving 5" proud. Check with a level that all three rods are level *and* coplanar — sight along them. A rod sticking out further than its neighbours will hold the shelf off the wall.
Butter the shelf's rod holes with epoxy, slide the shelf onto the rods, push it home to the wall.
Check level immediately, prop the outer edge if needed, and leave it alone until the epoxy fully cures. Then load it with books and stop worrying about it.