There's nothing wrong in starting to run on a treadmill. When I started out, the treadmill was my best friend with its friendly little lights and stats. The week still has not passed. HAve you managed to get your 3 x 30 min workouts in?
I'm not a doctor or even a professional athlete. I'm just a working mother of 3 who found myself a runner and am still in shock. This is just about cheering for healthy people who want to start running but lack motivation. If you have any medical concerns or worries, see a pro.