Quote:
Originally Posted by johnnyshaka
So, the question is, do I try to run through the pain or just keep walking until there is no pain? I suspect walking, or nothing at all, would be the best answer, right? 
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Regarding the sidewalks.. if your sidewalks are cement, you might find it more comfortable to run on the asphalt road instead since asphalt is a softer running surface than concrete is. (As long as it is a safe or low traffic place to be able to run on the road). I tend to run in the road myself when it is safe for that reason.
As for what to do with the pain... There will be various forms of pain that come up from time to time, but generally if it is muscle soreness, that can be run through easier than joint pains. I would take it easy when dealing with knees or other joints because you don't want to introduce injury. It is pretty rough on the body to go from no running at all to running 3+ miles or multiple days in a row. Especially starting out, getting in rest days and ramping up is important.
One thing that sometimes helps with some pains such as knee pains or shin pains or such could simply be a case of needing better running shoes or different running shoes support wise. Or it might be a case where your running mechanics are more prone to heavier impact on your joints (ie: a shorter stride and quicker cadence tends to put less impact on knees/legs than a longer stride does, and landing mid-foot or mid-front foot tends to put less impact on your leg than landing on your heel would.)
I guess my belief is that any exercise is better than no exercise and you don't want to push yourself so hard where you just don't want to do it anymore. So take it easy with the knees, walk some or if you can mix in other forms of less impact cardio like elliptical or biking that might help too. In the end though, you'll have to do the running to train your legs to do more running. Just take it easy as you start and ramp up gradually in both distance and intensity.