Q: I just bought a shuffle to use when I run, how do I find podcasts?

Podcasts are listed as "playlists." 

You can switch to a podcast using the VoiceOver button (press and hold), like you switch playlists.  The podcasts are listed in alphabetical order, after song playlists.  This article explains how to set up and use VoiceOver.

http://support.apple.com/kb/HT4322