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.
Step 2: Buying Shoes
One of the most important pieces of equipment is the running shoes. How fast do you think you can run with cowboy boots? Flip flops?
Before buying running shoes find out what kind you need.
Basic guideline. After you take a shower step onto a brown paper bag.
Normal arch will need a stability shoe.
Flat feet need a motion controlled shoe
High arched feet will need a neutral cushioned shoe.
Most of your famous running shoe companies have websites that go into more detail on purchasing one of their shoes that are right for you. Make a list and go to the shoe store and pick them up, touch them and try them on.
The difference in brand/style is cost, but try to find a light weight shoe that meets your needs.
Its recommended that you change your shoes around every 500 miles. That's about 6 months of frequent running. So remember that when you decide to drop a few bills on shoes endorsed by professional athletes.
With the wrong shoe you could end up with shin splints, stress fractures, back problems, foot problems and a not so fun running experience.