I have a bad pain in my lower left side, it's painful particularly when I cough. Its gradually been getting worse since this morning. Should I worry?

Depends on symptoms. Some possibilities lungs-short of breath, hurts to breathe, coughing up blood, discolored phlegm, (pneumonia). Kidney-pain/frequency of urination, bad smelling or blood in urine, sharp pain down side (infection or kidney stone). Ovary-focal, sharp pain (cyst). See a doctor asap especially with fever/chills or vomiting. If only muscles between ribs hurt (costrochonditis), try heat/aleve or advil (ibuprofen).
Left lower abdomen. Could be pulled muscle could be colon could be hernia if you develope fever see physician.