Wait -- did you just start running, or have you stepped it up in preparation for some kind of competition? If you've just started running, obviously you're running way too far too soon. Whatever you're doing, it's obviously too soon and your body isn't prepared for it. It might not even be a form of exercise your body takes well to. Listen to your body. It's talking to you. I think it's saying, hey, stop!
You just started running! First do you stretch before and after your run? You should also use a foam roller after running or after doing any exercise routine.
Do you have proper running shoes?
If the pain in your thigh is in the upper back of the thigh it could be a strained hamstring. If it's on the inside of the upper thigh it could be a groin pull. You could also have a strained or torn adductor muscles. could also be your quadriceps.
It all depends on the location.
Stretching and strengthening warm up and cool-down prior to your workout. Stretching your hamstrings, groin area and quadriceps is needed for lengthening the upper thigh muscles and increasing flexibility. I suggest stopping and see your Dr.
and also see a Podiatrist to check you feet as you might also need orthotics.
Have you tried to ice it? Like fill a bucket with ice then submerge your feet in it. After try massaging it with bengay and hot compress it. Its wither you ice it to numb it or hot compress it to loosen it.