Thanks Pepsione, you help me to realize that my physical condition is far from what it should be and that is not good for me. I haven't run for many years but did regularily during a long period. Even marathon. At that time I learned much about training and it would be time to use that knowledge for myself too.
If you are very young and healty, you can start a little tougher, but toughness is no good until you are very well trained. If you are middle-aged, get very little exercise and may be overweight, you should take it carefully. I think this could be some good advise:
1. Start with a short distance, say two miles or even less. Warm up with walking, the first weeks walking could suffice if you don't really feel this is too slow. Then run slowly for a short while, stop when you feel tired or have problems with breathing, if you feel fit for it take another session of jogging.
2. Do this 2-3 times a week. One time a week is not enough to really build up strength and endurance.
3. Some stretching after the training is good, especially when you are mostly running.
4. Never overdo it, the only important thing is regular training. There is no point in running fast in this phase.
5. Don't set up goals in the first phase, except regular training.
6. When you can run the 2 miles slowly 2 - 3 times a week, you have a good basic fitness. If you like it, you can consider to increase length and speed (not at the same time).
7. It is preferable to have good running shoes when you shift over from walking to running, especially if you run on hard surfaces. Problems with pronation are rather common, the foot bends over too much from the outside to the inside when you set the foot on the ground. Then you shouldn't have excessively soft shoes but rather a more stable one that dampens this movement of the foot around the ankle. This can cause stress on the foot, knee and leg and induce injuries. It is mostly a problem you encounter when you increase mileage and speed. Good shoe shops or gym consultants might give advise on this.