Yes, they'll generally do an x-ray first, if for no other reason than it might show a stress fracture, or could even show something different, while waiting for insurance authorization for an MRI.
The orthopedist was convinced my shin pain a couple of years ago was due to a stress fracture. After x-ray and MRI all turned out negative, he basically told me it must be soft tissue and good luck. It took going to a running specialist PT to finally get a diagnosis and treatment plan that set things right. I apparently have atypical curvature in my tibia that leads to strains of the posterior tibialis muscle.