The first is to create goals for yourself, maybe with a training (change) program. You start running and try to run 5 km. When the pain doesn’t kill you, you could set yourself a target for next time: 6 km. And if you survive that ordeal then maybe next time you can run 7 km. This goes on and on until either you run a marathon, or you never run again because of the shin splints, wrecked knees, and the terrible pain in your back.
The second way to start running is to focus on good form (practices) and not care about speed or distance. You learn how to place your feet (midfoot strike), how to make steps (behind you, not in front), how to balance your pelvis (vertical crunching), how to make speed (lean and fall forward), how to swing your arms (not sideways), etc., etc. If you do everything well, you run without injuries, and possibly without progress.
The third way to start running is to do both. You set your own goals, because they help you focus on what really matters. But you only embrace progress that emerged from following the good practices. Any targets achieved by skipping good form don’t count. When your goal is to run with a smile every day, instead of killing yourself over a marathon just once, you cannot afford repeated injuries.