When I do shoulder exercises with weights I get red spots on them. What does this mean?

Acne mechanica. Pressure acne (if this is what it is; it resembles familiar face acne) is very common especially in guys who can bench a lot of weight. Be proud of what you've achieved, and consider topical Clindamycin for the affected areas.
Ease up a little. You may be over working the muscles in that area. Try it with lighter weights and see if the same thing happens. Go slow and maintain good form with each rep.