Hey, TMI is my middle name. 
Another newbie runner checking in here. I’ve been running since about mid-February so here are some of my thoughts:
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I started by alternating walking/running. This was due to the fact that a.) I was overweight, out of shape, and had zero endurance and b.) I had just quit smoking 2 packs a day and did not have the lung capacity to run. I used the “alternating walk/run” approach and gradually increased my distance and run vs. walk percentages. Now, my running workout is .25 warm-up walk, 3.0 miles run (alternate speeds for cardio stress/recovery) and a .25 cool-down walk. I do this 3x’s a week. Usually my 3rd run of the week is more difficult as my knees tend to be a bit sore after the previous 2xs so I sometimes skip the run and do another cardio - elliptical machine or spinning.
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I found that the initial discomfort was a combination of a.) lack of conditioning and b.) running at too slow a speed resulting in short, chopy strides. Both alleviated themselves with time and perseverence.
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I prefer treadmill running. My neighborhood does not provide the kind of diversity that makes running outdoors interesting to me. I realize the gym doesn’t offer much either but I just prefer it. I have nothing to back me up but I definitely find treadmill easier than road work. My theory involves the “bounce” involved in the treadmill that you do not get from the hard road surface.
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Do not skimp on shoes. Seriously. Sometimes there really is a reason one shoe is priced so much more than another.
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If you are not using a treadmill with a built in monitor, get a heart monitor. Target Heart Rate and all that.
Go slow and easy at first. Do not be afraid to sweat, it means you are working! Do not worry about what others can do (especially in a gym) as everyone is there for themselves and you are the only one you have to impress.
Good luck and get off the cigs - Not Another Puff!!
MeanJoe
I have been running for about six months now and I love it. I too am a smoker and every time I feel my lungs seizing up when I’m running I get so angry with myself. I get into the “thats it, I’m quitting!” mindset until, like Tortuga mentioned, I get out of the shower and there’s nothing better than a smoke. Its pretty sad when you think about it.
I just have to say that my cramps have been pregressively worse over the last 2 years that I have lost a lot of weight and bagun to eat healthy and exercise. I don’t know why, some have told me its because of my age, so maybe it has nothing to do with that.
You’ve already got some very good tips for starting out. I used a program from a magazine that just had you increase your run to walk ratio every week. It worked great!
Good luck!
Good luck in your attempts in running. I started running about 2 years ago, and while I have changed activities (I learned that swimming is far more rewarding for me) I can now toss off 5+K running without killing myself or having to stop along the way, something that was inconcievable 2 years ago.
A couple more things:
Some running stores will allow you to exchange shoes that have been tried only on a treadmill. The most comfortable shoes in the store gave me horrible blisters after 20 minutes on the treadmill, and I was glad I spent the extra bit of money to shop at a store with this policy.
For sports bras, I’ve found the best styles for me (a rather big-chested girl) compress the breasts a quite bit, but fit is personal. Jump up and down in the changeroom and you’ll soon eliminate many bras
Take your aches and pains seriously. If you get a nagging sore knee, make sure your haven’t injured it before you try to run through it.
Starting slow is a good idea, but eventually you will have to push your limits to continue your improvement in speed and fitness (or even to continue your weight loss). Provided you don’t have any cardiac issues preventing it, once you can run continuously for a while, don’t be afraid to mix things up and run hills, fast intervals, or cross country trails. Try to join a faster friend or colleague for part of their long run of the week, even if they follow your pace, you may run harder (or keep it up longer) with someone there easily keeping your pace.
I hated the idea when a co-worker I ran with mentioned intervals to me, going back to walk-run instead of straight running felt like a failure, but now the pace that was difficult to maintain for a minute last year is my relaxed running speed, and I’m a convert.
Above all, don’t get discouraged if you hit a plateau in your weight or running goals. Change things up in your running routine, or try something else as cross training, or take a break for a week or so. You’ll get through it.
Blatant hijack:
All this talk about shoes had made me slightly wary. I run about 2 miles a day, 4-5 days a week (to supplement martial arts training). I always run on the street, as I have no access to a treadmill. I also run in a 3-year-old, horribly beat up pair of Nike sneakers: they’re not high quality running shoes. I also have a somewhat-chronic knee injury (‘jumper’s knee’, I could make it go away if I wanted to take a rediculous amount of time off of training). Am I doing bad things to myself by not getting a high-end shoe? The reason I wear such junky shoes is they’re insanely comfortable, practically molded to my feet after so long. But would a new pair of better shoes be something I should look into?
/hijack
Yes you need new shoes. It is quite possible that your knee pain is due soley to your old shoes. “Comfortable” does not mean “somewhat-chronic knee injury”. Even if you didn’t put much mileage on them, the materials in a shoe only last so long. (6 months?). Chronic knee pain indicates chronic inflammation, which ups your risk of arthritis, besides just plain sucking. Hi thee to a good running shoe store.