If you are new to a walking or running routine, be careful not to get shin splints. Shin splints are painful and are caused by an “imbalance between the muscles that lift the foot and those that pull it down.” Other causes are over-striding and wearing shoes that have a higher wedge heel to them. To help prevent shin splints be conscious of your stride, get walking shoes with low heels that are flexible, strengthen your calf muscles with exercise, walk on softer surfaces and not concrete, and do not forget to warm up and stretch. 
Listen to your legs if you feel any pain. Shin splints will eventually heal, but you do not want to worsen the condition by fighting through it. See your foot doctor if the symptoms don’t subside.
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Photo | Shin Splints! | by Julie F | Used under a Creative Commons Attribution Share-alike License