I've had a few setbacks, pulled muscles mainly from not stretching enough, but last time out I developed a pain in my lower legs. It wasn't too bad, nothing a few pain killers back home won't sort out so in with the "No pain, No gain" mantra going around in my head, and thinking that pain is inevitable since I've not really done this running thing before, I carried on. And ran another 6k.
A few painkillers did sort it out when I got home, but it wasn't until I woke up the next day I really felt the pain. Like knives ripping at my leg muscles, right across the shin bones, round to the calf. Every step feels like walking on broken bones, indeed I probably wasn't too far from a stress fracture. It was three weeks before I could even walk properly again, and a further two before I could think about running again.
Moral of the story is while you can push on and run through pain, you really shouldn't. If you get shin pain, stop. Turn around. Go home. Far better to cut today's exercise short than spend the next five weeks out of action and in pain.