Shin splints? Trying to get back into shape.

I used to workout/dance and move my body a lot maybe around 4 years ago. I lived my parents place commuting last two years and lost a lot of motivation and energy. I’m moved out now but have noticed that I’m out of breath very quickly and when I walk around the city or up a small hill my shins/ankles hurt pretty bad. My legs also tremble during certain movements or when stressed. I like working out with weights but I want to try to get on the treadmill to strengthen my legs again and it wouldn’t hurt to loose some fat it starts getting warm outside. How can I go about this correctly? Any tips or suggestions on treadmill training/sets?