Sophie,
I'm just getting back to running again after suffering an injury (plantar fasciitis) very likely caused by running in the wrong type of shoe. Don't suffer if the shoes are hurting you. They are not right. Modern shoes, in my experience, feel right straight out of the box. You shouldn't need to "break them in".
Also, I find the quality of so called specialist shops vary somewhat. If they don't have specialist gear for checking what type of shoes you need, at least get advice from somebody experienced in what he or she is selling. I find that it helps a fair bit if the retailers are runners too. At least they are aware of the pitfalls and will usually help you try and avoid them.
There are some good shops around, and plenty of people willing to help. Don't get disheartened, we all make this mistake at some time.