No sport is bad for your knees, joints etc, sorry but that's just bad/old advice/wivestale. It hurts because you are stressing it in a way it is not used to. So you need to strengthen it. You may need to add in some rest for it to recover obviously and not flare up more, but I suggest you go see a physio, discuss your pain points and they will give you a program to fix it.
Supports and strapping etc are a short-term bandaid fix only masking or potentially even making the issue worse.