Make sure your soccer shin guards are long enough to get the right protection - they should fit to about an inch below the knee - not too long that they restrict your knee/leg movements - you should be able to move freely. And also shin guards should fit closely around your ankle, to protect the bones in your ankle too.
Trying on shin guards: make sure to wear your soccer socks! Soccers socks hold the shin guards in place, and you want to make sure everything fits/works together - also try on with your soccer shoes too. Like in other sports, best to try on/play with your soccer shoes/shin guards/soccer socks several times during practice before wearing to competition, so that you can be comfortable and make any changes to the fit as necessary without any pressure.