Not running now but have done both extensively in the past. Yep, its new muscles and will take some getting used to. The good news is that the cross training is fantastic and you will certainly see improvement in the riding as a result of the running (and vice versa). As for shin pain, if it becomes a chronic issue, my brother turned me on to Egoscue. Some simple, static exercises will alleviate the shin pain permanently in a day or two
www.egoscue.com