I run 4-5 miles 3x per week, but not competitively. I have read that it is actually good for the knees. It is also good for the heart and lungs and general well-being. Even the Rambam writes it is important to get exercise.
At first, I could barely go around the block without getting out of breath. You gradually build up, and it becomes second-nature. Have been doing it for probably 15-20 years now. One of the most important things is to find a route that you enjoy. This way you will pay attention to the scenery, and not think about any discomfort. I hate running on treadmills or tracks, because they are boring, and all you think about is how much time do I have left. Finding a path around a lake or pond or park is very pleasant. I do not like running in the cold, but I have forced myself even in single digits. You need a mask hat to cover entire face, and a jacket with a hood to go over it. You also need a warm sweatsuit in addition, and a good pair of gloves.
Much nicer in warm weather. Go during day, as you can trip and get hurt at night, and it is also warmer then.