I learned a lot from the About.com section on Running. Christine Luff, an author there, has created very thorough and helpful documentation on some of the common mistakes while running.
I ran in to this and it almost ended my running habit before it began. I went to a shoe superstore and spoke with someone who really didn't know how to help pick out the proper pair of running shoes. I recommend you first look in to something called Pronation.
Pronation is the way that your feet make contact with the road. While running, some people use the outside of their foot, some use the inside, and some people are more or less in the middle. None of these are inherently bad, but they are really key to determining what type of shoe you need. If the person helping you find your shoes doesn't ask you to walk around or run on a treadmill, or at least ask you about your Pronation, you are not speaking with someone "qualified" to help you find your first pair of running shoes, in my opinion.
In my case, making this mistake led to my having a pair of running shoes made for a completely different type of runner than myself, in turn leading to a severe pain in the side of my calf when I ran. This was resolved immediately when I visited my local running store and spoke with someone who knew how to help me find the right shoes.
I ended up with a fantastic pair of Brooks Glycerin 9 shoes, made for a neutral runner. I love those shoes so much I ended up buying another pair just to walk around in, so I don't have to worry so much about keeping them in pristine "running condition"
That's not to say that you should go to the store and ask for those shoes -- first, they're a bit expensive at around $130. Second, they may or may not be right for your foot type and gait. I tried on about six or eight pairs of shoes before I found the right ones, and even then I was tied between the Brooks and a pair of New Balance shoes.
After I changed shoes, the pain I had in my calf was gone immediately. I went from being able to run only about a half mile's worth of intervals to running a mile's worth with no problem. This in itself was easily the single biggest boost to my C25K program.
The About.com article I mentioned can be read here.
