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Beginning runners (and even experienced runners) can develop shin pain from building up mileage too quickly, wearing the wrong shoes, or running on very hard surfaces (concrete sidewalks are the worst).
But you can reduce your risk for shin pain by strengthening the muscles of your shins.
-Toe raises. While you are sitting at your desk or watching tv, simply keep your heel on the floor and raise the rest of your foot. You should feel a stretch in your shins. Hold the foot off the floor for a count of five, then set it down and do the other foot. Repeat 2-3 times every few days.