We try to be very careful with load management, but sometimes you might make jumps in training intensity or volume that your bones and connective tissue aren't yet ready to handle. Shin Splints are a very common issue for runners.
Here are a couple of things that could help.
Run Tall (stand as tall as you can w/ out standing on your tippy toes)
Leaning too far forward/back will negatively affect your efficiency and can lead to injury
Sometimes shin splints can be caused by over-striding. Try to increase your stride rate into ~180 strides per minute range.