Could it be shin splints or is it higher up?

If so, ice and rest. Then strengthen your shins and make sure your calves are not tight (can cause shin splints). YOu can do the former by keeping feet flat on the floor and raising your toes up. You will feel it in your shins. Also works with a stability on top of the feet. Sit in a chair, but the ball on your feet, raise your toes up while putting gentle resistance on the ball.