Shin Splits are a huge pain, well in your shins. It is a sharp pain along the front of your shins and the pain can get so severe you feel like you cannot walk or run. There are several reasons this occurs
1. Too much too soon. Increasing your running program and the amount you're doing quickly rather than gradually (guilty!)
2. Poor footwear choice, if you overpronate (feet fall in) while running or walking and dont have support this can cause shin splints!
3. Running on hard and uneven surfaces
4. Other muscles such as calves becoming overactive and tight causing other muscles to be underactive

 I personally have experienced shin splints a few times in my life, and as a soccer player they are not welcome! There are many things that help but first and foremost you must

1. REST and ICE your shins. Depending on how severe they are the rest might be a couple days, or a couple weeks. 
Once they start to feel better add these exercises into your warm up protocol:

2. Foam roll your calves and even the bottoms of your feet
3. Start this after you have rested! Strengthen the muscles in the front of your leg (anterior tibialis specifically) through toe taps and banded resistance exercises.
 Attach resistance band to post or under chair, wrap around foot and pull foot towards your face, you should be able to see the muscle working. For toe taps and banded flexion perform 10-12 reps for 3 sets on each foot. 
4. Cross Train, this means using different modalities of training other than running, try rowing, biking, or strength training, performing non impact exercises (so no jumping). Follow this you should be able to say goodbye to your shin splints!