I'm of the mentality that running should cause a little physical discomfort. If every run/ride is strictly comfortable, you're probably not working hard enough, and aren't testing your personal limits and increasing your stamina. That being said, there is a fine line between discomfort and true pain. True pain and repetitive stress/wear are what lead to injuries, which are obviously not desirous.
The key to avoiding injuries is following a regimen that is right for you, and benefits your goals and objectives. Are you running for your own enjoyment and to enhance your fitness, or are you running to race? If the former applies, your regimen does not have to be quite as structured as a training regimen. Start out running one mile. Two days later, run 1.5-2. And so on. Your body will gradually adapt to the high-impact activity; it's amazingly smart in that way!
If you're interested in racing, there are some great training plans (for both beginning and seasoned runners) to be found. I'd recommend checking out the Runner's World website, or coolrunning.com.
Also, I strongly encourage you to go to a running-specific store (or another trusted place) to buy the running shoes that really serve you best. I am hopelessly devoted to Fleet Feet; in my experience, the salespeople have been incredibly thorough, have analyzed my gait, and have listened to and addressed any of my concerns and questions. For over a year, I was plagued by IT Band pain. I had been reordering the same shoe that I'd worn for years, but it was no longer the right fit for me. Getting the proper shoes for me (combined with yoga, but that's another story) made all the difference in the world.
Lastly, I think it is important to remember that to be a runner does NOT mean that you have to do it every day. Cross training is wonderful. Running 3-4 times/week, coupled with cycling and yoga, is the most ideal set-up for me: I avoid injuries and exercise all muscle groups.
Good luck to you--stay with it, and have fun!



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