Unfortunately, injuries are often part of any sport involving running. Even if you seemingly do everything right to try to avoid injuries - get the right shoes for your body, gradually build up to the level where you're running, etc. - you can still develop an injury. Sometimes when I'm in the car (with the windows UP) I will shout at some runner, "Don't you know running is bad for you?!!"
The biggest challenge in dealing with injuries is knowing whether the pain you feel is just normal soreness because you did a hard run the day before, or if it is something that is the beginning of an injury. Even having been a competitive runner since 1978 (!), I don't always get this right.
The first thing to know is that, except in extremely rare cases, your coach is not a doctor. However, your coach may be a runner or at least a former runner, or at least has had some training in dealing with injuries. So when you go tell your coach, "My knee hurts," listen carefully what they say, because they have probably gone through the same thing you are going through. Just understand that whatever advice your coach gives you is "runner's/coach's advice," not "doctor's advice." You can always go see your doctor.
Here's what I and most other coaches I know will likely say. We'll ask you if it hurts when you're not doing anything or when you're just walking. If it does, we might tell you that's a fairly clear sign that it could be something that either is or might turn into an injury, and advise you to take a day off and check again tomorrow. Or even go to a doctor right away if the pain is very substantial.
If it only hurts when you run, we'll suggest that you try running a little, and see if the pain gets worse. If it doesn't get any worse, then it may be something that is just some soreness that will go away. So, basically, the advice is usually to test it out to see what makes it feel better and what makes it feel worse. If the pain persists for longer than a few days, it could be a sign that it's something leading to an injury. The only exception to that would be if it's getting noticeably better from day to day. You really have to learn to listen to your body every day and be able to compare how you feel from one day to the next.
At any rate, it's usually good advice to ice whatever hurts. If you hunt around on the internet and just ask people you know, you'll probably find seventeen different ways to ice something. Here's my favorite way of icing something. Buy a bag of frozen peas at the grocery store. Put the unopened bag into a ziploc bag (it's tougher than the bag the peas come in). Put in the freezer. When it's time to ice, put the bag onto the sore area for about 15 minutes. After the 15 minutes, take the bag off and let the area warm back up for about 15 minutes. The put the bag back on for another 15 minutes. Let the sore area warm back up for 15 minutes before getting up to walk around again. That, conveniently, also gives you an hour to do whatever reading you have for homework.
Whatever you decide to do for an injury, do keep the big picture in mind. As a runner, my goal is usually to try to avoid an injury with a long recovery time, so I will skip a workout or cancel my participation in a race if I think some soreness I have might result in 6 weeks on the couch. You have to think about what the "big picture" means to you, and how your injury (or non-injury) fits into that.