It probably is just an adjustment period but the issue with the wet foot test is it only shows your feet in a standing position. When running a considerable amount more force is placed through the legs and feet which leads to stresses that can't be seen standing or even walking.
Now this gets a bit complicated, because depending on who you talk to, some will say that pronation is something to be corrected. Support shoes stop your feet from rolling as you run. However the other school of thought is that that is a normal movement for the foot to run and adjust naturally to the stresses put on it. That is where you have to find the thing that suits you.
I'd make sure you take it slow and steady for a while and if it doesn't ease see a physio (preferably one that is running friendly) it might be expensive, but it could also be the best move you make.
I got rid of my shin splints by changing to a more neutral shoe, I now run in a barefoot like shoe as my body has strengthened.
Just to throw in my recent experience and how I recovered, i damaged my right achilles in August last year. I had a few more races to run so cut back the training and turned up and ran anyway. I felt fine once I got going, I just hurt in the morning. I'd already decided that come October I'd rest until the new year ready to go again.
The pain improved, but I still had stiffness and discomfort in the morning. It lessened little by little each day but wasn't going. I still couldn't run without aggravating it.
I found that I still had some weakness there, which was easy to test - stand on one foot and lift yourself onto your toes, compare with the healthy side. It wasn't until March that this weakness fully resolved.
But I still had pain, I went to a physio (not my normal one) and we started doing some heel drops. I could have done hundreds of these without any weakness or pain but all that happened was after a few days my achilles was more painful although not weak.
I visited my usual (more expensive physio) a few weeks later and we started on some more basic exercises and again everything was ok, but the pain was still there. But it was something else we discussed that got me thinking and seemed to improve my condition.
Apparently the tissue around the injury can get into a cycle of inflammation and it can be hard to break, so I was asked to massage the area to break down the inflammation and break this cycle. You pinch the area tight and move your fingers up and down the achilles. I used some voltarol gel to aid this and reduce the inflammation and voila in a few days the pain had gone.
I started running, just a mile and still no problem. I went back to the physio and explained what had happened and that I felt it was just the aggravated tissues as opposed to an actual injury and it was agreed I start running again.
In training for half marathon for the first time in a year now
P.S. Really important that I say, this isn't some miracle cure, but that you need to find out whether the achilles is healed and strong or whether it is just a bit angry from swelling and inflammation. If it is still weak it needs rest.
When I started a couple of years back (6'1" and 14 st 7) I got exactly the same thing. It took ages and trying loads of different shoes to sort out. I spent a fortune.
The reality is that your body isn't used to it and you may well be engaging ligaments and tendons that haven't worked that hard in ages.
But there are several factors involved in shin pain. Strength of tissues in the area and in the feet. Your running style, i.e. whether you are a long striding heel striker or doing ity bity steps onto your forefoot or somewhere in between. The length and speed you are running - are you doing too much too soon? And finally as screama says the trainers.
I happen to think the last one is least important of those in as much as lots of trainers will work as the right ones given the other factors being well but in new runners those other things often take some time to get right.
The other thing to look at for a quick fix in the mean time is a good orthotic insole. If you over pronate and this is causing your pain insoles will help.
Basically from a physiological point of view, every cell in you body requires oxygen for their basic function. Without it the cells die.
As effort and temperature increase the metabolic rate of the cells increase and they use more oxygen to perform the job they are doing.
The body uses two mechanisms to oxygenate the cells. You breathe oxygen in through your lungs which is then absorbed by the blood and the heart pumps it round the body to be off loaded at the cells that require it.
Your bodies ability to keep these cells supplied with oxygen depends on how well your lungs and heart as well as your general circulation function.
So it you go out faster than your body can cope, your heart rate and respiration rate will increase either to the point where it will compensate for the extra effort, or if it can't match it, it will eventually just be puffing hard and the heart beating away at its maximum and not being able to meet the demands of the cells so eventually you will have to stop or slow down to the point that your body can keep up.
Recent evidence from a Danish study suggests mild to moderate pronation in those who aren't very overweight makes absolutely no difference to injuries. As a result a neutral shoe would be fine for a mild pronator....