| You might definitely want to visit a running store when you feel ready to get started, preferably one where they'll take the time to fit the shoes and watch your gait. It's a very good idea to get fitted with shoes that'll be designed to work with your stride and feet and not cause unneeded stress upon your joints.
I got fitted with a pair of shoes this year that felt right immediately upon trying them on and was quite happy to maybe pay a few extra dollars for more assurance that I wasn't going to be injuring myself in a bad pair of shoes. This fall I went back and purchased another pair from that running store, basically as a way of expressing my thanks to them for the time and service provided.
I haven't had any trouble with shin splints. Shin splints can mean a variety of things, although if they flare up quickly for a person in the first few runs it's basically a sign that the muscles on the front of the shins aren't strong enough to maintain stability while running. There are exercises that can be done to improve their strength, also cycling and brisk walking can be good activities to improve the strength of the muscles around the shins. | 
