How do I know my occasional mild prickly/itchy patches of skin isn't related to Multiple Sclerosis? What else could it be?

Unlikely. There is no way to know for sure, but this would be a very unusual symptom for MS.
Do you have MS? Your post is vague. You don't state whether you have MS and are wondering if this is part of it, or that you don't have MS and is this MS. MS by definition is limited to the central nervous system. The last I heard, skin is not part of the CNS. Whether you have MS or not, itchy skin isn't it.