Don't push yourself too hard, especially if you are out of shape.

I did the same thing but kept pushing harder because my muscles could keep up and I wanted to build up cardio endurance, but I didn't take into account my bones.

Shin splints are no joke and will sideline you for months without warning. It takes several months for your leg bones to build up the compressive strength to deal with continuous high impact running.

Even if your endurance can take it, take your time. Slow and steady wins the race.