Once you have started the machine make sure that the pace is set at normal walking speed. Do not rush your body and strain your muscles. Take it slow and get your body warmed up. Your stepping should be in rhythm of the treadmill because if your stepping is haphazard then you might lose control over your body and consequently hurt yourself.
After you body is all warmed up increase the speed gradually. Give two minutes to each step, and do not bypass any speed step.
The final pace set should not be excessive. It should not cross your comfort level.
The main drawback of running on a treadmill is that there is no change of scenery. Hence one tends to get bored. To avoid this you can out on your headphones on and play the music that gets you going.
You can also distract yourself from the boredom by thinking about things. You can think about your routine or something that puts a smile on your face.
During the middle of the workout, you can challenge yourself by raising the angle of the running belt.
When you need to stop the machine, do so in small steps. Gradually decrease your pace then get off the machine and do a little stretching.