Any advice for a first-time runner?
You might simply be running too hard. What you describe is what might happen to someone who tries to sprint further than it is possible to sprint. It could also be cold related. Some people have cold induced asthma. You should ask your family doctor about that possibility. I suggest starting easy, with a gradual increase in effort. Try the Noakes beginner's program. You start out walking 20 minutes every other day for 2 weeks. In the 3rd week, you walk on consecutive days. You gradually change walking to running. There's a copy of a 10 kilometer, 24 week version of the program near the bottom of the page at http://www.runner.co.za/2003/01/05/training-for-beginners/ . You should try to talk other beginners in your running club to try it. Noakes designed this program based on studies that show an increased probability of injury among beginners in the first 13 weeks of running.