Hi snapper. I also took up jogging quite recently as I'd like to lose a stone. I actually started by joining a fitness bootcamp in my local park. I'd been meaning to jog for ages but couldn't get motivated so this got me started. I'm still doing the bootcamp but it's 3 weeks on, 3 weeks off and so I jog during the weeks inbetween. The bootcamp means I'm motivated to go jogging as I don't want to be the one at the back of the group at the next session, which I will be if I don't train inbetween!
If you have an iPhone, I recommend downloading a GPS app that tracks your route, speed and distance. Either that or buy one of the many gadgets available from running shops. I use RunKeeper and you can upload your stats to the website and compare your sessions. It will also help you to push yourself a little bit further each time. As someone who has always found running boring, having a bit of gadgetry involved makes it more interesting.
Also, on that note, you need to choose an interesting route. At bootcamp, we often do laps of a field in the park, which gets boring. On my own jogs, I go to a different park where there's a small lake to jog around. Because it's a lovely spot, I want to go more than if I was just running on roads. You then need to set yourself a goal. The first time I jogged, I just did what I felt I could and tracked the distance. My goal is to run 5K without stopping and I mapped out with RunKeeper that if I jogged from my house to the park and round the lake 4 times and then back home, that should be around 5K. Currently, I can manage twice around the lake. So, you can see that having goals, mixing up the types of fitness and tracking your run helps a lot whereas if you just go and run you'll soon get bored. I also plan to work out other 5K routes (and hopefully longer at some point) so I don't get bored of the same run. We have a larger lake in the main park so will be mapping that out soon.
With regard to shoes, I cannot stress enough the importance of good running shoes. Go to a proper running shop and discuss your needs. £80 is about average for running shoes but they can go over £100 depending on your requirements. When I joined bootcamp I ran in my crappy Adidas trainers I'd bought for the gym (which I never went to) years ago. The result - two knackered knees and wearing a bandage on one of them. Your muscles and joints will ache to start with and your knees do need time to build up strength. A person's weight will affect this as well. My feet tend to collapse inwards so I now have trainers with quite a lot of support on the inside - much better.
Have fun though, running outside is great and so much better than paying large amounts of money to rip-off gyms who exploit the fact that most people won't go after a few months. Of course, as this is a cycling forum you already know that though!