Phantom Limb. It is quite common for amputees to experience sensations on the removed limb. Many times it is pains, for others, it can feel different (itching for example). A study reported in nejm found that using a mirror to 'visualize' the removed body part actually helped resolve those sensations. http://www.nejm.org/doi/full/10.1056/nejmc071927. No matter what, discuss things with your doctor or surgeon.
Yes. Phantom limb pain can be problematic for many patients with an amputation at any level. I recommend these to my own patients with phantom limb pain. - stay active - find distractions when you are having phantom pain - mirror therapy. A 2007 study published in the nejm found that using a mirror to visualize and move the un-amputated limb reduced pain for patients in their amputated limb.