Shin pain most commonly appears in the form of shin splints, which are an aching pain on the inside of the shin near the border of the tibia and calf muscles. The area is sore, and will hurt at the end of the run - it may hurt during an entire run or while walking around as the injury progresses. Without preventative treatment, it is possible for shin splints to develop into a stress fracture - for this reason it is vitally important to start treating shin splints immediately.
Often, shin splints are caused by weak bone density and calf muscles, due to either a sharp increase in amount of training (thus often found among new runners) or those with a running form that forces the bone to absorb more force with each step.
If you often have problems with your shins, you need to do some of these exercises as a preventative measure *before* you experience them. The best way to heal an injury is to prevent it from ever occurring.
In addition, make sure that your daily nutritional intake includes calcium - necessary for strengthening bones.
You do not need to do all of the following exercises, but choose the ones that seem to help most.
Foam Rolling: Use the massage rollers to loosen your calves before and after each practice.
Standing Calf raises: While standing next to a wall for support, raise yourself onto your toes and hold for 30 seconds. Repeat.
Eccentric Calf Declines: https://www.youtube.com/watch?v=d2GgSoHvIXo
Various Calf Exercises: Video by CCHS alumni and current IHSA official Jason Gray.
Form: Do some strides. Focus on form while running - try to land on your midfoot rather than your heel, and try to increase your stride rate - that is, try to spend as little time on the ground as possible. Be relaxed and run tall, with the hips directly under the torso and the the feet hitting the ground almost directly beneath the hips. Think light and quick leg movements.
Towel Exercises: Lay a towel on the floor and put an object of some weight on the towel. Then (keeping your foot on the ground) use your toes to scrunch/pull the towel/weight toward you. Loop a towel around the leg of a chair or table.
Mattress Exercise: Lay face down on your bed with just your toes hanging off the mattress. Curl your toes toward you, pulling the edge of the mattress as far towards you as you can. Hold as long as you can. Do one foot at a time for added challenge.
All of the above exercises, and:
Ice: ice massage the location for 15 minutes, twice a day. Freezing water in paper Gatorade cups and then using these to ice massage can be helpful.
Sitting Toe Raises: Sit in a solid chair (not a sofa) with your feet on the ground and your knees at a 90 degree angle. Raise and lower your toes quickly for 30 seconds, getting full extension each time. For multi-tasking, try doing these while watching TV or in class.
Alphabet: Standing barefoot on one leg, write the alphabet in the air with the other leg (by moving your ankle, not the whole leg. These can also be done while sitting down (in study hall, cafeteria, etc.)
Stair Toe Raises: Find some stairs. Actually, just one stair or a curb will do. Turn so you're facing down the stairs. Scoot forward until just your heels are on the stair, with the rest of your foot hanging off (you can hold a wall or railing for balance). With your legs straight, point your toes downward as far as you can, then lift them up as far as you can. Repeat.
Use a timer. Do as many as you can in 30 seconds. Do them rapidly, but with full extension and flexion. After 30 seconds, bend your knees at a 45-degree angle (about half way). Without pausing to rest, do another 30 seconds of flexing in that position. That's one complete set. If it burns like hell, then you're doing it correctly. Rest for a minute or two, then do another set—30 seconds with the legs straight, immediately followed by 30 seconds with the knees bent. Rest for a another minute, and repeat the two-part set. Each day, do three of these two-part sets. The total daily routine includes 6 30-second sessions.
More info about shin splints: https://orthoinfo.aaos.org/en/diseases--conditions/shin-splints/