Shin splints and tight hamstrings are probably to be expected the first couple of times you do it but once your body is used to it and you are warming up and down properly you should feel fine afterwards.
I got back into HIIT recently and do it 3 times a week. After the first session of sprints my shin splints literally lasted a week and walking was a little painful. However, by the third session everything was fine and now I do not hurt at all after a session. Of course during and end of a session you will be breathless, heart beating and possible head pains but it all disappears shortly after you finish!