First, congratulations for taking the all important first step to improve your fitness.
Second knee pain could be caused by many things but based on your statement that you have never run or exercised a possible cause is weak knees. Your knees are attemting to maintain alignment between your thighs and your lower legs and if you haven't exercised much, your knees may be havinga tough time. If you can walk without pain, try spending the next 2-3 weeks just walking, increasing the duration some every day. I have never done the C25K program, so cant comment on it, but I would recommend starting with walking, as briskly as you can manage, and if no pain, when you can easily walk 2.5-3 miles start jogging a little during your walks, perhaps 2-3 minutes followed by 10 minutes walking and repeat.Slowly increase the jogging/running time as long as you can do so without pain. There are other factors that could also contribute to sore knees so if the soreness continues even with very moderate exercise, check with your doctor.
Nine years ago at about this time I was 60, 6'3" and weighed approx 275, was pre-diabetic, high blood pressure, etc. I started walking in the Fall, started at a block, and eventually worked up to about 3 miles and did it 5-6 days/week. The next Spring I did my first 5K (walking) and in the summer started riding a bike. in 18 months between the activity and watching my diet I was at 200 and off all medications. Now, to be honest, my weight fluxuates between 206-215 and I have been running (slowly) for about 3 years completing my first HM in June.