I had slightly painful shins around week 3 and 4. I upped my warm up and did some other warm up exercises. But what really made the difference was getting fitted for new shoes. The problem has gone away! Good luck!
Oh yes, that pain is not nice. Take the good advice from what's been offered so far and you should see an improvement. I had it when I first started and if I can recall, I think I did gentle stretches, along with the 5 Minute warm up walk with the C25K. See what works for you and good luck π
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