The reason why I am so insistent that people who have not exercised for some time take it really, really slowly in the beginning is that, if you don't, you can injure yourself. Don't be like me. In the beginning I went too fast, too soon and for my efforts picked up an I-T Band injury which plagued me for nearly a year. In fact it still gives me a twinge now and again as a gentle reminder of what not to do.
I found some information on this injury on the web but, as usual, what works best is listening to your own body. This is how I overcame this injury.
1. Shortened my stride. The longer the stride the more strain on the I-T Band. Today, even when I run at maximum speed I keep my stride short.
2. I keep my posture as upright as possible. Even on hills. Most joggers I see, slump their bodies forwards especially if they are beginners or when they are running uphill. This is a big no-no as it puts a strain on the
I-T Band. If you observe professional runners - their postures are always upright - there is not a 'slumper' in sight when they run!
The other things that help relieve some discomfort with this injury are stretching and massage or rolling it out. You can check under merchandise/injury prevention tools at http://www.runinjuryfree.com/ for an idea of the rolling out method. Of course you don't need to buy this foam roller as there are much cheaper alternatives: try your local pool shop (pool noodles) or hardware store (plastic piping) or you can use a rolling pin or a can. They all work well.
Rest is also important - when something hurts, rest it. Don't be a hero and try to 'push' through anything. If your body hurts it is telling you that something is wrong. Don't ignore pain.