I have this strange pinprick sensation on random spots on my body always followed a tingling sensation over my left scalp.

Sensory neuropathies: or dysfunction of peripheral nerves, are caused by many things including hereditary diseases, trauma, toxins (alcohol), infections, diabetes, B12 deficiency, medications and autoimmune diseases (MS). Pin prick/tingling sensations generally indicate involvement of small-fiber sensory nerves.These symptoms require a careful work-up with detailed history, physical and testing. See you Doc/Neurologist