Jogging in the sand can be hard on you or good for you. Mentally, its a lot of fun to jog near the ocean, bathed in the sun, soothed by the waves.
Physically, how you run -- your biomechanics -- change on sand. You dont hit sand and rebound. You sink down and push back out. This can overload your muscles, leading to aches, pains and injures.
You have to shorten your stride and work harder to keep going. Running in the sand is a lot of work but the work has an upside.
Running in the sand requires almost two times as much energy as running on a flat surface. This can increase your calf size ands strengthen your heart and lungs.
While some folks injure themselves in sand, most people find the soft sands a cushion against impact injuries.
The best place to run on sand is on the hard packed damp sand near the ocean. If you prefer soft sand, cut your normal workout back a bit and dont overdo it. Wear running shoes and if you have them, orthopedics for support and protection.