I fell on my elbow; X-ray n not broken, MRI shows ligament damage, cortisone shot n no pain. 4 months later extreme pain - do I need surgery?

Not Sure. Sounds like you need to see a hand surgeon who would be best to evaluate your symptoms, physical exam, and your MRI and with your input, determine the best course of treatment up to including surgery. You may benefit from therapy first.
Not necessarily. It sounds like you may have injured the elbow again. It is worth having it evaluated to see what the bones, joint and ligaments look like now. Reserve your concern until you know what's happening. Some injuries don't show up on imaging when they first occur.
Maybe. Since your symptoms returned and are severe, you should have the elbow re-evaluated. You can go to your Doctor and ask for a referral, or go to an experienced Orthopedic or Hand surgeon. They will examine your elbow and decide if further studies are needed. A repeat MRI may be needed. Then you and your Doctor can plan additional therapy.