When I start running, every year (I usually stop almost completely in the summer), there is a 1-2 week adaptation period when I just feel like my legs are lead. I need to walk around a lot, so it sure feels awful. But it goes away, and it doesn't feel that bad when I run.

+ 1 on getting good shoes that fit at a proper running store.

Depending on where you live it can be great to run outside. Make sure you wear proper reflective gear though, and know where you're going. Be extra careful for cars: drivers will not be expecting you there, even if you're glow-in-the-dark visible.

I have heard some coaches recommend AGAINST stretching before running, but haven't done the research. I never do it. I'm just careful to start slowly. Starting with a fast-walking warm up definitely helps, and walking 1 minute every so many minutes (like 1 for 5, or 1 for 10, progressively increasing running time) will also make it easier on your body. It's not "forbidden" to walk!

Good luck.