Outdoor amusement facilities may resume activities Friday, as well.
The march was organized by two Annapolis High School students.
The governor also honored the life of George Floyd at Wednesday's press conference.
Individual counties will decide when certain restrictions will be lifted.
They say the online classes their children are now taking are not equivalent to the in-person opportunities they paid for.
Prince George's and Montgomery counties will not be reopening yet.
The governor also let about 300 bills go into law without his signature.
Recreational outdoor activities will be allowed to resume Thursday morning.
The disparity is due to a variety of factors, including higher rates of poverty and lack of access to nutrition, one professor said.
The plan's first stage shifts the stay-at-home order into a recommendation.