Before attempting any physical regimen make sure you get checked out by a doctor.
Also observe safety rules in your area when running.
Wear appropriate safety gear, don't run with headphones and watch out for traffic/predators.
Stretch before and after running. In cold weather do some warm up exercises first, then stretch.
Cool down is just as important too. Walk a quarter mile or so after a hard run. Let your heart rate go down gradually.
Step 1: You will need:
Reflective gear (required when running during dusk/after dark, recommended for daytime use)
Appropriate running clothing (again more about this later)
A schedule set aside to run.