I actually think running on the treadmill is harder! I agree you should do whatever you feel more comfortable doing...but there is something about running outside, being flexible to speed up and slow down naturally that makes it easier for me.
I just thought I'd put that out there, so you don't discount running outside out of fear of it being harder. I started off running 1 minute (well...it was actually more of a shuffle!) and walking one minute. It was so empowering to run outside for me, even if I was walking as much! And within 6 weeks I felt I had "control" over my body.
Patience and Fortitude - Mom
There ain't a thing I've faced that's been too much for me - Classified "Inner Ninja"