Could it be something bad if I have shoulder pain?

See below. Most of the time pain in your body is not something "bad". Usually pain is your bodies way of telling you that you have done to much to a body part. You can have pain though with tears in tissues, infection and even tumors. I would suggest you seek medical advice.
Yes. Rarely a tumor, called a pancost tumor, can cause but is rare & discovered by x- ray. Other causes are various. Knowing your age would help. Neck and shoulder injuries can cause soft tissue injuries that become chronic. Tendonitis, bursitis, and thoracic outlet syndrome can arouse these symptoms. See an osteopath for diagnosis and treatment advisory.
Rarely "bad" Lots of things cause shoulder pain. By far, the most common thing is irritation of the shoulder tendons. This goes by many different names: "rotator cuff tendinitis", or "bursitis", or "impingement". This are nicely helped by therapy and possibly a cortisone shot. A good exam and at least an x-ray, however, are key elements to getting the best treatment for the problem.