Along with running through too much pain, beginning runners often push themselves at an intensity that is too high. Their focus is placed solely on the speed of their runs, and injuries are often the result. For a first time runner, the best advice is to run slower than you think you should at first and build up over time. In the end, you will likely end up running faster because you created a solid base through training.
Choose your comfortable pase and make sure there're no any unpleasant feelings in your body during running. A good rule of thumb is to run at a pace at which you can carry on a conversation. This means not pushing so hard that you run out of breath. When you finish your run, you should have enough energy left that you can continue running. If that is the case, you have found a perfect balance for your initial training – don't worry, you will build up to doing harder runs soon.