My right side hurts in my neck, shoulder and lower back. Sometimes the pain shoots down my arm. I'm not sure what to do.

R/O DISC DISEASE. Your description of the pain sounds neuropathic in nature . You need a full exam and focused Neuro exam. Full lab tests including TFTS /Vit b12/Vit d/ Lyme disease. If symptoms persist an you have increased knee reflexes, MRI of brain would be needed to evaluate for MS. If reflexes are weak or foot drop is present. Mri of cervical/lumbar spine is needed to rule out herniated disc or mass effect.