This. Also, go to a professional running store and get your feet checked out for your arches and how you pronate. If you get the wrong type of running shoes for your arch or how you step normally, you will fuck your knees up, feet up and God knows what else up in the long wrong. do not listen to 'the more expensive the better the shoe' quality bullshit, because you can get a beautiful, on sale pair of running sneakers that do your feet way more justice, than a 300 dollar pair of Nikes. Just do your research about your feet before you purchase.
As far as running goes, I'm not a long distance runner, I only run about 7 miles a week, but if you've never run a mile in your life, I would start with speed walking and work your way up. Speed walk around a track or around your neighborhood, or some place with hills, because hills will kick your ass and build up your endurance, once you have conquered that, start jogging. Jog for 5-10 minutes at a time and see how you feel, if you belong to a gym, do time intervals on the treadmill, this will help you figure out where you stand and how your endurance is changing. Good luck, good decision to run, it'll make you feel so much better.