All you really need to get started with running is a good pair of running shoes. It's not a good idea to dig out those old tennis shoes from the back of your closet and assume you can run in them. You need shoes that are designed for running, fit well and match your foot type and running style.Women also need to make sure that they wear a good, supportive sports bra. The sports bra should fit you properly and not be too stretched out. Whether you're running in cold or warm weather, you need to make sure you're wearing the proper clothing for comfort and safety.