This sounds like it could be shin splits, which can definitely be helped by properly fitted shoes. I suggest that you go to a store that specializes in fitting athletic shoes and tell the salesperson as much as possible about the pain you're feeling. They'll look at your feet, gait, and how you walk and should be able to match you with something that will help with shin pain. As for the difference between running and walking shoes, there is one but I am not quite sure that I am the best person to explain it. And even in those two subsections of athletic shoes there are tons of different kinds depending on your various needs for sneakers.
To deal with the pain now, you can try a foam roller if you have one. There are videos of how to use them on youtube, and I'll see if I can find one in a minute or two. If not, I sometimes wrap my shins with ace bandages and that helps with the pain. You could even try walking with your shins wrapped, as I've gone running like that before when my shin splints were being just about as stubborn as I was with my workout schedule.
Make sure to stretch though! You should do a little walking, get the muscles warmed up and then stretch before continuing with your exercise. And then at the end of your workout stretch again. If it keeps being a problem, I would try asking a doctor about it, because you don't want to over strain your muscles and end up having to stop exercising for x number of weeks.
I hope this was a bit helpful and good luck!
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