what do shin splints feel like?

Shin splints are simply pain in the shin cause by over use - something to do with tissue that connects to your inner bone.

For me, I found that I got them when I first started running - I had all the triggers - over weight, feet roll in, just started running, tight calf muscles.

What I did to make running pain free:
- slow down. took shorter strides but kept the cadence the same
- raised the incline of the treadmill
- got into a habit of stretching my calfs afterwards
- bought some minimalist running shoes (Nike free run shoes)

I've read that running on treadmills or grass helps because the surface is softer. Also people say that proper running shoes that give your arches more support help too.

Whenever I feel shin pain now, I just remember to slow down a bit and I'm usually fine.

Good luck

feels like knitting needles stabbing you in the shins

it's hard to explain the pain... rest seems to be the best remedy. My sports medicine doctor also had me run less often and shorter distance - for a few months. I still get them quite often as I have tight / short muscles. Not fun. Oh yes, dr also had me apply ice.
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it feels like a dull stinging pain just above the ankles, i have it on one leg more than the other.
Ive learn now not to bother just trying to keep going because i end up limping and them it even there to touch... instead i moved to elliptical machine to keep me doing.

It's a bit like having knives driven into your shins and wriggled around...

The cause of the pain is a combination of microfractures and tearing of the muscle away from the bone and there are a number of potential causes. The best treatment is straightforward RICE (Rest, Ice, Compression and Elevation) until the pain eases. Then you can address the causes.

Potential causes:

Overuse - Unlikely as you're only in week three of C25K but something to bear in mind if you're very unfit. I'd generally suggest being able to comfortably walk for 30-40 minutes at a reasonable pace before starting C25K.
Inappropriate, ill fitting or worn out shoes - this is quite common, and the best option is to go to a decent running shop and get your gait analysed then pick an appropriate shoe. There are four main types; Motion control/ stability, neutral, cushioned or minimalist. A decent shop will have a returns policy. Equally I generally wouldn't suggest new shoes until your four to five weeks into the plan as it takes time to learn to run.
Inappropriate gait - Many new runners over-extend their legs so place a high rotaitonal loading on the lower leg. Concentrate on a short, quick pace, keeping the cadence (steps per minute) high. That places much lower loads on your legs and it's far more energy efficient.
Muscle imbalance - The muscles at the calf and the shin aren't well balanced so you end up with excess loading. There are a number of ways to strengthen the shin muscle; toe raises against a sandbag or resistance band, pedalling on a bike with your toes clipped in etc.
Running too fast - This is related to the gait issue. The main focus in C25K should be on running for the 30 minutes. Don't worry about distance until you can run for the time.