I second what some others have said - many injuries in running are caused by bad form.
The guys who do my bike fitting (basically, ensuring your bike is properly adjusted so as not to cause undue stress on your body) also do running coaching - I recently did two sessions with them which I found useful.
(If you're in Sydney, it's The Body Mechanic in Milson's Point)
One of the big takeaways for me was increasing my cadence - where previously I was around 150-170 bpm, I now aim for around 180 bpm. The higher cadence seems to have helped me put less stress on my legs with each step.
Also, I'm working on having good posture, and ensuring my feed land under my torso (as opposed to in front or behind me).
And what mpol said about keeping your torso/head stable is correct - you do not want your head bobbing up/down as you run.
But yeah - if you are keen on running, definitely go see a professional, who can give you good advice based on your own individual running style.
Not a direct answer to your question, but I see many people running past my house and balkony, since there is a nice walkway next to my house. I see them do it in many different ways, some of which are good, some of which are really bad.
Many people seem to bounce up and down on every step, putting shocks of weight on their knees at every step. That will hurt you in the long term, probably even in the short term.
You should have a certain flow in running, where your upper body just remains at the same height, and your legs are the only moving parts. Like your upper body is just sliding forward, that is the effect you want.
And you might think you do it right, but chances are you don't. I do not run myself, but I can imagine there are running trainers who specialize in ergonomics and health. You might want to have someone like that take a look at how you are running.
I had some knee problems for a time, which a physical therapist diagnosed as a muscle imbalance - basically one leg was stronger than the other, and it caused me to twist my legs a bit while running.
The main exercises to correct this were one legged squats, leg extensions (again, one leg at a time), and several balance exercises to help me position my hips properly while running.
Obviously, though, if there's one thing we've learned, it's that there's a lot of variety in our bodies, so if you're having pain, see a doctor first and if they think it's necessary you can get a referral to a physical therapist or another doctor that specializes in that area.
To protect against shin splints, we spent a lot of time walking on our toes. Like, 100m on toes, then 100m on toes but with feet pointed out, then 100m on toes with feet pointed in. Then repeat all three on heels.
Note that this is a preventative exercise. Iirc if you already had shin splints this would make it worse. Those with shin splints either swam or biked, but mostly iced and rested. Running was strongly discouraged so that recovery could happen.