Common Injuries and Treatments (according to my experience)
The most common reason that you have knee problems is because of the jarring impact of improper running, where your heel strikes the ground first, causing the shock to be directed towards the knee. Another possibility is that the muscles that are around the knee are not strong enough to take the impact that is required when running. Rest is vital at this point because any sort of impact will tear your joints apart. When you are at the point where your knee hurts to run, don't run. Instead, I would suggest that you cycle and strengthen your knees so that you wouldn't have to deal with.
Blisters and Chafing
When running, blisters and chafing can occur when you're running a distance you're not used to and your body hasn't been able to adjust to that and build stronger skin. Or it could be that you are wearing materials that are not tight on you and end up rubbing against you. Treatments? Sandals for you feet... and vaseline for wherever else you may need it. Mole-skin is good for blisters, but like I said on my Prevention page, it's better to stop it before it happens.
Sprains, Twisted Ankles
Occurs when you step on uneven ground, causing your ankle to twist either to the outside or the inside, causing the muscles to to hyper-extend, and often swells up. If it's a light sprain, it should only be a moment of discomfort. Walk on it but don't overwork it. After a little bit, you should be fine. However, if it's more than just a light sprain, walk on it for a little bit to pump blood through the area and immediately go RICE (Rest, Ice, Compress, and Elevate)
Shin Splints occur due to the imbalance between the muscles in your legs as well as the overuse of your muscles. This generally happens to beginners and the most important thing you could do for it is to rest, ice, and strengthen your shins. In order to strengthen your shins (the muscles connecting the tibia), what I do is I get a beach towel, lay it on the ground and stand on one side and using just my toes, scrunch the beach towel til you've pulled all the towel under the arches of your feet.
There are many different kinds of injuries, and the most important rule is to remember RICE... ESPECIALLY the rest part, because without proper amounts of rest, you will end up hurting yourself even more.