When I started race walking, my high school coach asked me how I was doing. I replied, “I feel fine.” He then told me I was walking wrong because my shins are supposed to hurt (and they did). While my coach was not completely correct in that shin pain is inevitable, he had hit on a very common problem for novice race walkers: shin pain.
Race walking utilizes your shin muscles far more than most sports. However, proper stretching and strengthening reduces or eliminates the shin pain most beginners feel. Stretch your shins well and strengthen your shins with the exercises included here.
Probably the single easiest way to strengthen your shins is to walk on your heels.