Probably the biggest challenge when you consider taking up running, is not knowing how or where to start. It is very easy to overdo it and then give up before you actually start to feel any signs of reward or accomplishment. If you get it right then there will be mental benefits as well as physical ones. It will increase your confidence and self-belief, and is also a great stress reliever.
Visit the NHS website for a 9 week programme/running plan for beginners.
All you will then need to do is invest in a pair of good trainers, and think about whether you would like to carry out your training at a gym or outdoors. The benefits of being outdoors are obvious and it will mean that your activity will be free!