Several things. The bone could be protruding, you could have loss of fat pad, capsulitis. It may not be a shoe problem. Try to put a cushioned insole in the shoe to relieve pain. If this does not help see a podiatrist.
Pain under big toe. They area under the big toe joint involves the sesamoid bones. They may be getting too much pressure when you walk or even may be injured. You can first try an otc support to see if that helps. If not you should seek medical care and have the area xrayed.