Why does upper left arm hurt like i just had a shot?

I assume there has been no recent injury,strain or overuse. If your pain can be localized to & aggravated by motions of the shoulder, bursitis or tendonitis of the shoulder is vary likely. Apply alternating cold & hot applications for 20 minutes every few hours and, if you can take them, anti-inflammatory meds like ibuprofen or naproxen should help. If no improvement, see your MD or an orthopedic

You should try to differentiate three types of pain: lone pain of the deltoid muscle like after a vaccine, usually worsened with palpating the area, aching of the upper arm which can occur in neck shoulder syndrome due to radiculopathy or muscle strain/tension and massage relieves the symptom or pain occurs with moving the shoulder. If you truly have the first type and it persists, see your doc.