Summarize:

Choose the best shoes for where you'll run. Road shoes for the road, trail shoes for rougher terrain: this will keep your feet protected and help with traction. Account for your arches. You'll need more or less support, depending on how high of an arch you have. The shape of the shoe itself will also need to change. Go to your local major shoe store to get help with this. Check your heel movement. Some people roll their heels, either out or in, as they run. This will also affect the type of shoe you need. Check some old shoes for wear to get an idea of how you move. Tie your shoes correctly. Did you know you can lace your shoes differently to make them fit better? There are methods to create more space in the toes, or support high arches. Even ways to keep heels in place if they tend to slip!  Get the right size! Correct fit is key in making sure your shoes are as comfortable as possible. Even if you think you know what size you are, be willing to be wrong because it can make a huge difference in how you feel afterwards. Shoot for good movement. You should be choosing clothes that are loose or flexible, so that they allow for a good range of movement. You'll also want clothes in shapes and materials that breathe well. This can help reduce rashes and other skin problems. Factor in weather and temperature. You'll probably need more than one jogging outfit (depending on where you live). Have clothes that are warmer and provide more coverage for if you go running in the winter, for example. Don't forget about pockets. You'll want pockets in order to carry important things like your ID and your keys. Alternatively, though, you can use other things like your shoes or an armband. You'll also want to wear the right kind of socks. Look for socks specifically marketed for runners. This can help prevent blisters. Get an mp3 player. Smaller players, like an iPod nano, are great for using while you're jogging. There are even several wristbands that they can be fit into. Find something to listen to. Music is the obvious choice, but you could even get something like a podcast or audio book too. This can be a great way to stay in touch with the news or fit in some "reading" if you're low on time. Enjoy the quiet if you prefer: you don't have to listen to anything if you don't want to! Stay safe! If you do choose to listen to something, try to only have one ear bud in. Hearing an approaching car or other sign of trouble is crucial to your safety.
Get the right shoes. Buy comfortable, appropriate clothes. Consider some entertainment.