I learnt this the hard way..
When you start running, don't plan to go too far or too fast right away - doing so is the number one cause of injury among runners. Start by running for 20 minutes at a time, three times per week. Gradually increase the amount of time you're running and the number of days you run, but do not increase either until you feel comfortable completing your current level of training. If 20 minutes is too much, don't be afraid to take walking breaks. Perhaps begin by running for 4 minutes and walking for 1 minute, until you complete the 20 minutes. As you get stronger, begin eliminating the walk breaks. When you're a beginner, it's not necessary to worry about how many miles you are running. Focus on the number of minutes instead. Gradually you'll begin to cover more ground in the same amount of time, and that's when you'll want to increase the duration of your workout.
How sore should I expect to get?
Your legs will be sore in the beginning, but if you keep up the routine, the leg soreness will subside relatively quickly. If you feel acute pain anywhere, stop running for a few days and let your legs recover, to prevent injuries. Shin splints are the most common injury, usually incurred when you overdo your training or wear improper shoes. Be aware of the difference between being tired and being injured, and make sure you're not encouraging overuse injuries.