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If you are new to running be sure that you have been walking for 30 minutes at least 3 days a week about 3 months before you try to transition to running.
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Do not bounce or overstride. Don't let your foot get ahead of your knee. Run from the hips down with the upper body straight up and used only for balance.
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Breath in through your nose and out through pursed lips.
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Choose shoes appropriate for running and that fit well -- they don't cause any discomfort or blisters.
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When running in colder weather be sure to wear a hat. A large amount of heat can be lost through your head.
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Replace your running shoes at least every 400-500 miles.