Try to land lightly.... we do thump a bit in the first weeks! And... above all.. slow and steady... think, smoothly succeeding, as opposed to smashing it
Are you wearing good cushioning shoes? This made the biggest difference to me - as well as focussing on landing on my heel and rolling through my whole root - really reduced the impact!
I was crying with pain in Week 3 because my shins were hurting so much. I went to get fitted for shoes at a proper running shop. Ta-da! no more shin pain. Expensive, but I wouldn't still be running 5+ years later if I hadn't, and if I look at the cost of the shoes over the years, they are worth it. And you may have nice neutral feet. I don't so I have a bit less choice and my shoes tend to be a bit more expensive.
Recently had this plight myself, apparently i overpronate, so the correct shoes, and compression socks (work under running clothes, as they look terrible!) seemed to have worked a treat. Take it slow, and gradually build up.
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