I am 23 and have chronic headaches. This is also followed with arm pain. Is this normal or should I see a specialist?

See below. If you are having chronic headaches that are interfering with your normal, daily activities, then no it is not normal. See your primary care physician and they can try to find the source of the problem.
MRI. See a gp and have him evaluate you first. If he feels that its coming from your spine, let him order MRI c spine and go from there.
Neck problems. Since most headaches come from neck issues, I am concerned that the arm pain may also be coming from your neck. Cervical disc problems can give you both symptoms. You need to get your neck looked at to see what the problem really is.