One pitfall many people encounter is being too aggressive on their first runs. Mike has a new pair of running shoes, he woke up early to run, and he's ready to take on the world. He pushes himself to the limit on his first run, returning absolutely exhausted. The second day, although he's still exhausted and aching, he get up early and sprint up some hills. On the third day, despite Mike's best intentions, he can't get himself out of bed. He sleeps in and skip his run. The fourth day, Mike's job gets in the way. By the fifth day, he's just lost interest. The problem is, like many people Mike has burnt himself out. There is no need to reinvent your life and destroy your body in the first week. You don't even have to run every day. Try it every other day, or every third day, and allow your body to heal between runs. If exercise is completely foreign to you, you can even start out with some long walks and build up to jogging.
