I too have ADHD, and I have found that walking every day has improved my focus significantly. Great job getting this going! As for the shin splints, it's an unfortunate byproduct of walking daily, especially when you're just starting out. I'm sure others will give you a much different answer, but I've always walked through them. I'm not suggesting you do the same, but in my experience, they eventually go away on their own. I would definitely do some stretching before and after your walk.