I just had arthoscopic surgery on my shoulder to fix it up after multiple dislocations and now it is itching?

Itching. This is not unusual after surgery. Make sure that you are not having an allergic reaction to medication and try some Benadryl (diphenhydramine) for the itching.
Could be dermatitis . The prep solution used during surgery to prevent infection may cause skin irritation. If you have taken off your bandage, check your skin for redness or other signs of irritation. The itching may be relived with oral anti-histamine medications or topical steroid ointments. See your surgeon and have it checked out, although unlikely, it is important to rule out an infection or allergic reaction.