Get some good shoes. Start walking. Walk for 2 minutes, run for 1 minute. Go for 20 minutes. Next week, alternate walk/run for 90 seconds each. Take week 3 off, as this is the time when shin splints appear. Resume week 4, repeat week 2. Week 5, walk 1, run 2. Week 6, walk for 5, run for 5. Week 7, walk 10, run 10. Week 8, walk 5, run 15. Week 9, run 20. Always run 20. In the coming weeks your distance will increase as your pace increases, but don’t increase the duration. Do this 2-3 times a week, and you will get all the benefits, with a lower risk of injury.
Or you could just ride a bike or swim, or skip rope.