Newbie Needing Tips!

Hi all! I just finished week one (three sessions) of Couch to 5K, and I am SORE! Shin splints, ankle pain, basically my entire lower legs are in a large amount of pain. I got calf compression sleeves today, and that seemed to help a tiny bit with the shin splints and calf pain, but I'm still very sore and feel very week. Does this get better throughout the weeks? Also, does small amounts of walking (brisk for up to 10 minutes) on off days help or hurt? TIA!