Hi Sarah. Running takes quite a while to get strong at. Many people give up too early. You WILL get better. You will get over the cramps and the feeling like you are at square one. Be patient. Run slowly. Right now, you need distance and time spent running. You do not need speed. Dial it back. Be sure to hydrate well and most of all, be patient. I have found that it takes 3-4 months to get somewhat comfortable with running and 6-12 months to get very comfortable. Don't give up too soon.
You can certainly train for both. In fact, it would be advisable because it will lessen the odds of your getting an overuse injury from either of the events by cross training. Are you definitely in the London Marathon (charity spot) or did you simply apply? From what I understand, the lottery for the London Marathon is packed and the odds of being selected are not great.
So to clarify, you had not run at all and the first time you ran, you immediately had shin pain? Or did it come on later in the run/walk session? What are the run/walk intervals that you are following on the program right now?
I have gotten totally used to carrying my phone in my hand. An added bonus: I put a bunch of podcasts on it and listen to geeky stuff like Astronomy Cast and Stuff You Missed in History Class while I run. I've never been a fan of the ear pieces, so I just play my phone out loud. I'm sure that others are quite startled to hear a male voice chatting away and then see a petite female run by on her own. It keeps them wondering.