I have a terrible cold that's going around and every time I cough I get a sharp pain in my left shoulder. I've never had an injury to it or anything. ?
See your doctor
The pain could be a musculoskeletal strain from your recurrent coughing but it also could be from pneumonia in that area of your lung near the area that is hurting.
You should go in for an evaluation. You might need a chest X-ray to rule out pneumonia or other cause of your pain.