I will tell you this mate,
if you aren't in pain from kicking the bag something is wrong if you are just starting out on your road to conditioning your shins.
When you're working on the bag don't worry about the pain so much. Take this with a bit of salt though if you strike wrong then there is cause for concern...but if you are striking and then hesitating then why are you doing this?
This may be blunt, but you have to answer a simple question can you handle pain if no then why are you choosing to study Muy Thai or get into the MMA scene?
Throughout life there are bumps along the way some may be painful...others not...who gives a damn in the end you'll still die