Shin splints, or pain along the front of your lower legs, are caused by overuse of your leg muscles. They are common when you are first starting to exercise or are starting an unfamiliar exercise. Running, especially on hard surfaces, is a common cause.
Resting and not exercises while you heal is the first treatment. Icing and anti-inflammatory medicine can also help, as can stretching. When you start to exercise again, go slowly enough that you don't have any pain.
If the shin splints continue, talk to your doctor. Your doctor will make sure you don't have stress fractures, tendonitis, or other conditions.