While doing anything exhausting i feel like millions of pins are sticking me all over..kinda itchy too?

Many possible: It can be broad spectrum possibilities. Because there is no more information about you, like gender, age, personal and family history of diseases, etc. The best way is to see your doctor to work up the causese. It might be simple or complicated.

Rash or no rash? : Without a rash, i would think about neuralgias. If a rash is present, then i would suspect an allergy reaction to something. Itchiness is due to histamine release and give you this sensation. A physician should be able to provide you with more specific diagnoses based on other findings.